Energy of taut strings accompanying random walk

DOI10.37190/0208-4147.41.1.2zbMath1475.60073OpenAlexW3180519900MaRDI QIDQ5013230

Anatoly A. Siuniaev, Mikhail Lifshits

Publication date: 29 November 2021

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37190/0208-4147.41.1.2

zbMATH Keywords

Wiener processkinetic energyrandom walktaut stringKMT-approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items

Energy of taut strings accompanying a Wiener process and random walk in a band of variable width

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