论文标题

随机行走高维极限I:Wiener螺旋

Random Walks in the High-Dimensional Limit I: The Wiener Spiral

论文作者

Kabluchko, Zakhar, Marynych, Alexander

论文摘要

我们证明,在$ d $ d $二维的欧几里得空间中,$ n $ steps的随机步行限制了定理,因为$ n $ and $ n $ and $ d $倾向于无限。我们的结果之一指出,这种随机步行的路径被视为无限维二维希尔伯特空间的紧凑子集$ \ ell^2 $,在Hausdorff距离距离距离距离距离,并在gromov-hausdorff中,以及在gromov-hausdorff中,也向维也纳的螺旋形上,如$ d,n \ n \ for。另一组结果描述了在时间$ n $和原点之间随机步行者之间的平方距离的各种可能的限制分布。

We prove limit theorems for random walks with $n$ steps in the $d$-dimensional Euclidean space as both $n$ and $d$ tend to infinity. One of our results states that the path of such a random walk, viewed as a compact subset of the infinite-dimensional Hilbert space $\ell^2$, converges in probability in the Hausdorff distance up to isometry and also in the Gromov-Hausdorff sense to the Wiener spiral, as $d,n\to\infty$. Another group of results describes various possible limit distributions for the squared distance between the random walker at time $n$ and the origin.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源