Details

Arkussinusni zakoni pri stohastičnih procesih : delo diplomskega seminarja
ID Gartner, Anže (Author), ID Perman, Mihael (Mentor) More about this mentor... This link opens in a new window

.pdfPDF - Presentation file, Download (926,18 KB)
MD5: F1F1472DED908F4B4BBFD03602A5C7C7
.pdfPDF - Appendix, Download (319,45 KB)
MD5: 0338C0B72731B4F7922C6E976E7856C5

Abstract
Diplomsko delo obravnava naključne sprehode, s poudarkom na simetričih naključnih sprehodih v eni dimenziji. Definirali bomo pojme, kot so povrnljivost in minljivost naključnih sprehodov, ter jih opredelili s pomočjo Pólyevega izreka. Osrednja tema diplomskega dela so arkus-sinusni zakoni, ki opisujejo porazdelitve določenih slučajnih spremenljivk, povezanih z naključnimi sprehodi. Predstavili in dokazali bomo tri različne arkus-sinusne zakone in jih ilustrirali v jeziku porazdelitev. Na koncu bomo znani problem kockarjevega bankrota rešili še v jeziku naključnih sprehodov.

Language:Slovenian
Keywords:naključni sprehod, minljivost, povrnljivost, arkus-sinusni zakoni, kockarjev bankrot, Brownovo gibanje
Work type:Bachelor thesis/paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2026
PID:20.500.12556/RUL-184632 This link opens in a new window
UDC:519.2
COBISS.SI-ID:285018371 This link opens in a new window
Publication date in RUL:11.07.2026
Views:173
Downloads:113
Metadata:XML DC-XML DC-RDF
:
Copy citation
Share:Bookmark and Share

Secondary language

Language:English
Title:The Arc-sine laws in stochastic processes
Abstract:
This thesis studies random walks, with an emphasis on symmetric one-dimensional random walks. We define recurrence and transience and characterize them using Pólya's theorem. The central topic are the arc-sine laws, which describe distributions of certain random variables related to random walks. We present and prove three arc-sine laws and illustrate them using the language of distributions. Finally, we solve the gambler's ruin problem using the language of random walks.

Keywords:random walk, transience, recurrence, arc-sine laws, gamblers ruin, Brownian motion

Similar documents

Similar works from RUL:
Similar works from other Slovenian collections:

Back