2022年度

Math-Fi seminar on 7 Apr.

2022.04.11 Mon up
  • Date: 7 Apr. (Thu.)
  • Place: On the Web
  • Time: 16:30-18:00
  • Speaker:  Andrey Pilipenko (Ukraine National Academy of Sciences)
  • Title: Limit behavior of perturbed random walks
  • Abstract:
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed “locally perturbating set”) are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the membrane have other distributions with finite means which may be different for different points of the membrane; furthermore, these jumps are mutually independent and independent of the jumps outside the membrane. We prove that the weak scaling limit of the particle position is a skew Brownian motion.

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