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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
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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].

    Abstract Acknowledgement Section 1 Introduction--------------1 Section 2 Main results--------------6 Section 3 Local limit theorem--------------10 Section 4 Auxiliary results--------------17 Section 5 Chaos expansions of moments--------------24 Section 6 Integral inequalities--------------31 Section 7 Proofs of main results--------------40 Appendix Large Deviations results --------------45

    [CSZ17b] F. Caravenna, R. Sun, and N. Zygouras. Universality in marginally relevant dis-
    ordered systems. Ann. Appl. Prob. 27, 3050–3112 (2017).
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    [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).
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    (1949)
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    Relat. Fields 175, 1–44 (2019).
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