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Random Walks in Nonhomogeneous Poisson Environment. / Davydov, Youri; Konakov, Valentin.

Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov. ed. / Vladimir Panov. Springer Nature, 2017. p. 3-24 (Springer Proceedings in Mathematics and Statistics; Vol. 208).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Harvard

Davydov, Y & Konakov, V 2017, Random Walks in Nonhomogeneous Poisson Environment. in V Panov (ed.), Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov. Springer Proceedings in Mathematics and Statistics, vol. 208, Springer Nature, pp. 3-24, International Conference on Modern problems of stochastic analysis and statistics, in honor On the occasion of Valentin Konakov’s 70th birthday, 2016, Moscow, Russian Federation, 29/05/16. https://doi.org/10.1007/978-3-319-65313-6_1

APA

Davydov, Y., & Konakov, V. (2017). Random Walks in Nonhomogeneous Poisson Environment. In V. Panov (Ed.), Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov (pp. 3-24). (Springer Proceedings in Mathematics and Statistics; Vol. 208). Springer Nature. https://doi.org/10.1007/978-3-319-65313-6_1

Vancouver

Davydov Y, Konakov V. Random Walks in Nonhomogeneous Poisson Environment. In Panov V, editor, Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov. Springer Nature. 2017. p. 3-24. (Springer Proceedings in Mathematics and Statistics). https://doi.org/10.1007/978-3-319-65313-6_1

Author

Davydov, Youri ; Konakov, Valentin. / Random Walks in Nonhomogeneous Poisson Environment. Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov. editor / Vladimir Panov. Springer Nature, 2017. pp. 3-24 (Springer Proceedings in Mathematics and Statistics).

BibTeX

@inproceedings{d3d259a4a8d347cbac0f0200723ca587,
title = "Random Walks in Nonhomogeneous Poisson Environment",
abstract = "In the first part of the paper, we consider a “random flight” process in Rd and obtain the weak limits under different transformations of the Poissonian switching times. In the second part, we construct diffusion approximations for this process and investigate their accuracy. To prove the weak convergence result, we use the approach of [15]. We consider more general model which may be called “random walk over ellipsoids in Rd ”. For this model, we establish the Edgeworth-type expansion. The main tool in this part is the parametrix method [5, 7].",
keywords = "Diffusion approximation, Parametrix method, Random flights, Random nonhomogeneous environment, Random walks",
author = "Youri Davydov and Valentin Konakov",
year = "2017",
month = jan,
day = "1",
doi = "10.1007/978-3-319-65313-6_1",
language = "English",
isbn = "9783319653129",
series = "Springer Proceedings in Mathematics and Statistics",
publisher = "Springer Nature",
pages = "3--24",
editor = "Vladimir Panov",
booktitle = "Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov",
address = "Germany",
note = "International Conference on Modern problems of stochastic analysis and statistics, in honor On the occasion of Valentin Konakov{\textquoteright}s 70th birthday, 2016 ; Conference date: 29-05-2016 Through 02-06-2016",

}

RIS

TY - GEN

T1 - Random Walks in Nonhomogeneous Poisson Environment

AU - Davydov, Youri

AU - Konakov, Valentin

PY - 2017/1/1

Y1 - 2017/1/1

N2 - In the first part of the paper, we consider a “random flight” process in Rd and obtain the weak limits under different transformations of the Poissonian switching times. In the second part, we construct diffusion approximations for this process and investigate their accuracy. To prove the weak convergence result, we use the approach of [15]. We consider more general model which may be called “random walk over ellipsoids in Rd ”. For this model, we establish the Edgeworth-type expansion. The main tool in this part is the parametrix method [5, 7].

AB - In the first part of the paper, we consider a “random flight” process in Rd and obtain the weak limits under different transformations of the Poissonian switching times. In the second part, we construct diffusion approximations for this process and investigate their accuracy. To prove the weak convergence result, we use the approach of [15]. We consider more general model which may be called “random walk over ellipsoids in Rd ”. For this model, we establish the Edgeworth-type expansion. The main tool in this part is the parametrix method [5, 7].

KW - Diffusion approximation

KW - Parametrix method

KW - Random flights

KW - Random nonhomogeneous environment

KW - Random walks

UR - http://www.scopus.com/inward/record.url?scp=85036452031&partnerID=8YFLogxK

U2 - 10.1007/978-3-319-65313-6_1

DO - 10.1007/978-3-319-65313-6_1

M3 - Conference contribution

AN - SCOPUS:85036452031

SN - 9783319653129

T3 - Springer Proceedings in Mathematics and Statistics

SP - 3

EP - 24

BT - Modern Problems of Stochastic Analysis and Statistics - Selected Contributions in Honor of Valentin Konakov

A2 - Panov, Vladimir

PB - Springer Nature

T2 - International Conference on Modern problems of stochastic analysis and statistics, in honor On the occasion of Valentin Konakov’s 70th birthday, 2016

Y2 - 29 May 2016 through 2 June 2016

ER -

ID: 49897220