DOI

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.

Язык оригиналаанглийский
Страницы (с-по)9-23
Число страниц15
ЖурналProbability and Mathematical Statistics
Том41
Номер выпуска1
DOI
СостояниеОпубликовано - 2021

    Предметные области Scopus

  • Теория вероятности и статистика

ID: 84618196