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Energy of taut strings accompanying random walk. / Lifshits, Mikhail A.; Siuniaev, Anatoly A.

In: Probability and Mathematical Statistics, Vol. 41, No. 1, 2021, p. 9-23.

Research output: Contribution to journal › Article › peer-review

Harvard

Lifshits, MA & Siuniaev, AA 2021, 'Energy of taut strings accompanying random walk', Probability and Mathematical Statistics, vol. 41, no. 1, pp. 9-23. https://doi.org/10.37190/0208-4147.41.1.2

APA

Lifshits, M. A., & Siuniaev, A. A. (2021). Energy of taut strings accompanying random walk. Probability and Mathematical Statistics, 41(1), 9-23. https://doi.org/10.37190/0208-4147.41.1.2

Vancouver

Lifshits MA, Siuniaev AA. Energy of taut strings accompanying random walk. Probability and Mathematical Statistics. 2021;41(1):9-23. https://doi.org/10.37190/0208-4147.41.1.2

Author

Lifshits, Mikhail A. ; Siuniaev, Anatoly A. / Energy of taut strings accompanying random walk. In: Probability and Mathematical Statistics. 2021 ; Vol. 41, No. 1. pp. 9-23.

BibTeX

@article{538eb5aa8e0247b5bacc6cf3efdc9e8c,
title = "Energy of taut strings accompanying random walk",
abstract = "We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.",
keywords = "Kinetic energy, KMT-approximation, Random walk, Taut string, Wiener process",
author = "Lifshits, {Mikhail A.} and Siuniaev, {Anatoly A.}",
note = "Publisher Copyright: {\textcopyright} Probability and Mathematical Statistics, 2021.",
year = "2021",
doi = "10.37190/0208-4147.41.1.2",
language = "English",
volume = "41",
pages = "9--23",
journal = "Probability and Mathematical Statistics",
issn = "0208-4147",
publisher = "PWN",
number = "1",

}

RIS

TY - JOUR

T1 - Energy of taut strings accompanying random walk

AU - Lifshits, Mikhail A.

AU - Siuniaev, Anatoly A.

N1 - Publisher Copyright: © Probability and Mathematical Statistics, 2021.

PY - 2021

Y1 - 2021

N2 - We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.

AB - We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.

KW - Kinetic energy

KW - KMT-approximation

KW - Random walk

KW - Taut string

KW - Wiener process

UR - http://www.scopus.com/inward/record.url?scp=85107972312&partnerID=8YFLogxK

U2 - 10.37190/0208-4147.41.1.2

DO - 10.37190/0208-4147.41.1.2

M3 - Article

AN - SCOPUS:85107972312

VL - 41

SP - 9

EP - 23

JO - Probability and Mathematical Statistics

JF - Probability and Mathematical Statistics

SN - 0208-4147

IS - 1

ER -

ID: 84618196