Transience of continuous-time conservative random walks

被引:0
|
作者
Bhattacharya, Satyaki [1 ,2 ]
Volkov, Stanislav [1 ,2 ]
机构
[1] Lund Univ, Lund, Sweden
[2] Lund Univ, Ctr Math Sci, Box 118, SE-22100 Lund, Sweden
基金
瑞典研究理事会;
关键词
Random flight; non-time-homogeneous Markov chain; conservative random walk; transience; recurrence;
D O I
10.1017/jpr.2024.46
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider two continuous-time generalizations of conservative random walks introduced in Englander and Volkov (2022), an orthogonal and a spherically symmetrical one; the latter model is also known as random flights. For both models, we show the transience of the walks when d >= 2 and that the rate of direction changing follows a power law t(-alpha),0 < alpha <= 1, or the law (lnt)(-beta) where beta > 2.
引用
收藏
页码:153 / 171
页数:19
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