On limit laws of multi-dimensional stochastic synchronization models

被引:0
|
作者
Manita, Anatoly [1 ,2 ]
机构
[1] Lomonosov Moscow State Univ, Fac Mech & Math, GSP-1, Moscow 119991, Russia
[2] Natl Res Univ Higher Sch Econ, Moscow Inst Elect & Math, Moscow, Russia
关键词
INFINITE-DIVISIBILITY; DENSITY; WALKS;
D O I
10.1088/1742-6596/1163/1/012060
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Levy stochastic processes and related fine analytic properties of probability distributions such as infinite divisibility play an important role in construction of stochastic models of various distributed networks (e.g., local clock synchronization), of some physical systems (e.g., anomalous diffusions, quantum probability models), of finance etc. Nevertheless, little is known about limit probability laws resulted from the long time behavior of such stochastic systems. In this paper we will focus on the impact of interaction graph topologies on limit laws of multicomponent synchronization models.
引用
收藏
页数:7
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