One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments作者机构：IAM FEB RAS FEFU Vladivostok Russia
出 版 物：《Journal of Applied Mathematics and Physics》 (应用数学与应用物理（英文）)
年 卷 期：2018年第6卷第3期
页 面：488-497页
学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题：Fractional Brownian Motion Rate of Convergence Anomalous Diffusion Segment with Reflecting Edges
摘 要：In previous papers, the author considered the model of anomalous diffusion, defined by stable random process on an interval with reflecting edges. Estimates of the rate convergence of this process distribution to a uniform distribution are constructed. However, recent physical studies require consideration of models of diffusion, defined not only by stable random process with independent increments but multivariate fractional Brownian motion with dependent increments. This task requires the development of special mathematical techniques evaluation of the rate of convergence of the distribution of multivariate Brownian motion in a segment with reflecting boundaries to the limit. In the present work, this technology is developed and a power estimate of the rate of convergence to the limiting uniform distribution is built.
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