研究生: |
黃楷鈞 Huang, Kai-Chun |
---|---|
論文名稱: |
一維柯西型隨機漫步的艾狄胥-泰勒定理 Erdős-Taylor Theorem for a one-dimensional Cauchy-type random walk |
指導教授: |
李志煌
Li, Jhih-Huang 鄭志豪 Teh, Jyh-Haur |
口試委員: |
陳冠宇
Chen, Guan-yu 千野由喜 Chino, Yuki |
學位類別: |
碩士 Master |
系所名稱: |
理學院 - 數學系 Department of Mathematics |
論文出版年: | 2024 |
畢業學年度: | 112 |
語文別: | 英文 |
論文頁數: | 52 |
中文關鍵詞: | 機率 、隨機理論 、隨機漫步 、指向性聚合物 、統計物理 |
外文關鍵詞: | Probability, Random walk, Stochastic, Directed polymer, statistical mechanics |
相關次數: | 點閱:47 下載:0 |
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在這篇論文當中,我們探討對象為一個柯西型隨機漫步。由於其跳躍分佈遵循的柯西型分佈之期望值不存在,這樣的性質導致在分析此分佈時會有額外困難,因此在文獻中較少被探討。我們確立了h個獨立同分佈之一維柯西型隨機漫步的總碰撞次數的極限分佈。更加嚴謹地說,我們證明了以下極限:
\frac{2
i\tanh(
i)}{\log N}\sum_{1\leq i <j\leq h}\mathds{L}^{(i,j)}_N \overset{d}{\Longleftarrow} \Gamma (\frac{h(h-1)}{2},2),
當中L(i,j)_N:= \sum_{n=1}^N\mathds{1}_{\{S^{(i)}_n = S^{(j)}_n\}}為第(i, j)對的隨機漫步之互相碰撞次數,而Γ則為伽傌分佈。這個結果給出了在[ET60]所證明的一個經典定理,並且最近於[CSZ23]和[LZ24]被推廣的一個柯西型隨機漫步版本。
In this thesis, we investigate a random walk that lies within the Cauchy do-main of attraction, an area often overlooked in the literature because of the irregularities in its increment distribution. We identify the limiting distribution of the total pairwise collisions between h i.i.d. one-dimensional Cauchy random walks starting at the origin. Specifically, we establish that
\frac{2
i\tanh(
i)}{\log N}\sum_{1\leq i <j\leq h}\mathds{L}^{(i,j)}_N \overset{d}{\Longleftarrow} \Gamma (\frac{h(h-1)}{2},2),
where L(i,j)_N:= \sum_{n=1}^N\mathds{1}_{\{S^{(i)}_n = S^{(j)}_n\}} is the collision local times of independent copies i and j of the random walk, and \Gamma denotes the Gamma distribution. This provides an analogous result for the Cauchy random walk of a classical theorem that is obtained by [ET60], which is recently generalized in [CSZ23] and [LZ24].
[CSZ17b] F. Caravenna, R. Sun, and N. Zygouras. Universality in marginally relevant dis-
ordered systems. Ann. Appl. Prob. 27, 3050–3112 (2017).
[CSZ23] D. Lygkonis and N. Zygouras. Moments of the 2d directed polymer in the subcritical regime and a generalisation of the Erd¨os-Taylor theorem. Communications in Mathe-matical Physics 401, 2483–2520 (2023).
[ET60] P. Erd¨os, S.J. Taylor. Some problems concerning the structure of random walk paths.
Acta Math. Acad. Sci. Hungar. 11, 137–162, (1960).
[Ch49] Chung, K. L., and G. A. Hunt. On the Zeros of ∑ ±1. Annals of Mathematics 50, no. 2
(1949)
[B19] Berger, Q. Notes on random walks in the Cauchy domain of attraction. Probab. Theory
Relat. Fields 175, 1–44 (2019).
[F91] Feller, W. An introduction to probability theory and its applications. Vol. 2. 2nd ed.Wiley. (1991)
[N79] S. V. Nagaev. ”Large Deviations of Sums of Independent Random Variables.” Ann.
Probab. 7 (5) 745 - 789, October, (1979). https://doi.org/10.1214/aop/1176994938
[LZ24] Dimitris Lygkonis, N. Zygouras. A multivariate extension of the Erd¨os-Taylor theorem. arXiv:2202.08145 (2024+)
[B87] N. H. Bingham, C. M. Goldie, J. L. Teugels. Regular Variation. Cambridge University Press. (1987)