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

来源：

JOURNAL OF APPLIED PROBABILITY | 2025年 / 62卷 / 01期

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

页码：153 / 171

页数：19

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