两个粒子的弗莱明-维奥特过程的脊柱在一个有限的间隔
Krzysztof Burdzy1, János Engländer2, Donald E Marshall1
1Department of Mathematics, University of Washington, Seattle, WA 98195 USA.
概括
弗莱明-维奥特过程的脊柱与布朗运动不同,布朗运动的条件是保持在有限的间隔内. 研究人员通过估计过程中的"额外漂移"来量化这种差异.
科学领域:
- 随机过程是指随机的过程.
- 数学物理学的数学物理.
- 概率理论的概率理论是什么
背景情况:
- 弗莱明-维奥特过程模型相互作用的粒子系统.
- 了解条件布朗运动在各种科学领域至关重要.
研究的目的:
- 将弗莱明-维奥特过程规律与条件布朗运动进行比较.
- 为了估计弗莱明-维奥特过程中的额外漂移项.
主要方法:
- 分析由布朗运动驱动的弗莱明-维奥特过程.
- 与布朗运动的数学比较,条件是保持在有限的间隔内.
主要成果:
- 弗莱明-维奥特过程的脊柱不遵循与条件布朗运动相同的概率定律.
- 成功得出了"额外漂移"术语的估计.
结论:
- 弗莱明-维奥特过程脊柱的动态与简单的间隔条件布朗运动不同.
- 已识别的"额外漂移"为这个随机过程的独特行为提供了洞察力.
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