中文题名: | Cauchy条件下临界的随机环境中分枝过程鞅的条件L1收敛 |
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保密级别: | 公开 |
论文语种: | 中文 |
学科代码: | 070103 |
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学生类型: | 硕士 |
学位: | 理学硕士 |
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学位年度: | 2022 |
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研究方向: | 马尔科夫过程 |
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提交日期: | 2022-05-27 |
答辩日期: | 2022-05-27 |
外文题名: | Conditional L1-Convergence for the Critical Branching Processes in Random Environment under Cauchy Condition |
中文关键词: | |
外文关键词: | Branching Process ; Random Environment ; Cauchy Condition ; Multitype Branching ; Change of Measure ; L1 Convergence |
中文摘要: |
对于临界的随机环境中的分枝过程, 现有文献中研究了鞅的几乎处处收敛以及当相关联的随机游动二阶矩存在时鞅的条件L^1收敛的充分条件, 而本文考虑当二阶矩不存在即Cauchy 条件下临界的随机环境中的分枝过程, 得到在对原测度进行测度变换后, 与之相关联的鞅W_n=Z_n/e^{S_n}能够条件L^1收敛到一个非退化的随机变量的充分条件, 以及在什么条件下此鞅的条件L^1 极限退化.
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外文摘要: |
For critical branching processes in random environment, the almost everywhere convergence of the martingales and the sufficient condition for the conditional L^1-convergence under the condition that the second moment of associated random walk exists have been studied. In this paper, we consider the second moment does not exist, that is, the critical branching process in the random environment under Cauchy condition. We give the sufficient condition that after changing of measure, the martingale W_n=Z_n/e^{S_n} conditional L^1-converge to a non-degenerate random variable. Also, we give the condition that the conditional L^1 limit of this martingale degenerates.
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参考文献总数: | 22 |
馆藏号: | 硕070103/22005 |
开放日期: | 2023-05-27 |