TITLE:
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments
AUTHORS:
Gurami Tsitsiashvili
KEYWORDS:
Fractional Brownian Motion, Rate of Convergence, Anomalous Diffusion, Segment with Reflecting Edges
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.3,
March
15,
2018
ABSTRACT: 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.