A renewal theory interpretation

2.2 A renewal theory interpretation

We now recall a basic renewal theory description of our model, that was proven in §2.2 of [3]. We have already introduced the first epoch τ T 1 at which the polymer visits an interface. Let us extend this definition: for T ∈ 2N ∪ {∞}, we set τ T = 0 and for j ∈ N τ T j := inf n τ T j −1 : S n ∈ T Z and ǫ T j := S τT j −S τT j −1 T , 2.4 where for T = ∞ we agree that T Z = {0}. Plainly, τ T j is the j th epoch at which S visits an interface and ǫ T j tells whether the j th visited interface is the same as the j − 1 th ǫ T j = 0, or the one above ǫ T j = 1 or below ǫ T j = −1. We denote by q j T n the joint law of τ T 1 , ǫ T 1 under the law of the simple random walk: q j T n := P τ T 1 = n , ǫ T 1 = j . 2.5 Of course, by symmetry we have that q 1 T n = q −1 T n for every n and T . We also set q T n := P τ T 1 = n = q T n + 2 q 1 T n . 2.6 Next we introduce a Markov chain {τ j , ǫ j } j ≥0 , P δ,T taking values in N∪{0}×{−1, 0, 1}, defined in the following way: τ := ǫ := 0 and under P δ,T the sequence of vectors {τ j − τ j −1 , ǫ j } j ≥1 is i.i.d. with marginal distribution P δ,T τ 1 = n, ǫ 1 = j := e δ q j T n e −φδ,T n . 2.7 The fact that the r.h.s. of this equation indeed defines a probability law follows from 2.2, which implies that Q φδ, T = Ee −φδ,T τ T 1 = e −δ . Notice that the process {τ j } j ≥0 alone under P δ,T is a undelayed renewal process, i.e. τ = 0 and the variables {τ j − τ j −1 } j ≥1 are i.i.d., with step law P δ,T τ 1 = n = e δ q T n e −φδ,T n = e δ P τ T 1 = n e −φδ,T n . 2.8 Let us now make the link between the law P δ,T and our model P T N , δ . We introduce two variables that count how many epochs have taken place before N , in the processes τ T and τ respectively: L N ,T := sup n ≥ 0 : τ T n ≤ N , L N := sup n ≥ 0 : τ n ≤ N . 2.9 We then have the following crucial result cf. equation 2.13 in [3]: for all N , T ∈ 2N and for all k ∈ N, {t i } 1 ≤i≤k ∈ N k , {σ i } 1 ≤i≤k ∈ {−1, 0, +1} k we have P T N , δ L N ,T = k, τ T i , ǫ T i = t i , σ i , 1 ≤ i ≤ k N ∈ τ T = P δ,T L N = k, τ i , ǫ i = t i , σ i , 1 ≤ i ≤ k N ∈ τ , 2.10 where {N ∈ τ} := S ∞ k=0 {τ k = N } and analogously for {N ∈ τ T }. In words, the process {τ T j , ǫ T j } j under P T N , δ · |N ∈ τ T is distributed like the Markov chain {τ j , ǫ j } j under P δ,T · |N ∈ τ. It is precisely this link with renewal theory that makes our model amenable to precise estimates. Note that the law P δ,T carries no explicit dependence on N . Another basic relation we are going to use repeatedly is the following one: E h e H T k, δ S 1 {k∈τ T } i = e φδ,T k P δ,T k ∈ τ , 2.11 which is valid for all k, T ∈ 2N cf. equation 2.11 in [3]. 2046

2.3 Some asymptotic estimates

Dokumen yang terkait

AN ALIS IS YU RID IS PUT USAN BE B AS DAL AM P E RKAR A TIND AK P IDA NA P E NY E RTA AN M E L AK U K A N P R AK T IK K E DO K T E RA N YA NG M E N G A K IB ATK AN M ATINYA P AS IE N ( PUT USA N N O MOR: 9 0/PID.B /2011/ PN.MD O)

0 82 16

ANALISIS FAKTOR YANGMEMPENGARUHI FERTILITAS PASANGAN USIA SUBUR DI DESA SEMBORO KECAMATAN SEMBORO KABUPATEN JEMBER TAHUN 2011

2 53 20

EFEKTIVITAS PENDIDIKAN KESEHATAN TENTANG PERTOLONGAN PERTAMA PADA KECELAKAAN (P3K) TERHADAP SIKAP MASYARAKAT DALAM PENANGANAN KORBAN KECELAKAAN LALU LINTAS (Studi Di Wilayah RT 05 RW 04 Kelurahan Sukun Kota Malang)

45 393 31

FAKTOR – FAKTOR YANG MEMPENGARUHI PENYERAPAN TENAGA KERJA INDUSTRI PENGOLAHAN BESAR DAN MENENGAH PADA TINGKAT KABUPATEN / KOTA DI JAWA TIMUR TAHUN 2006 - 2011

1 35 26

A DISCOURSE ANALYSIS ON “SPA: REGAIN BALANCE OF YOUR INNER AND OUTER BEAUTY” IN THE JAKARTA POST ON 4 MARCH 2011

9 161 13

Pengaruh kualitas aktiva produktif dan non performing financing terhadap return on asset perbankan syariah (Studi Pada 3 Bank Umum Syariah Tahun 2011 – 2014)

6 101 0

Pengaruh pemahaman fiqh muamalat mahasiswa terhadap keputusan membeli produk fashion palsu (study pada mahasiswa angkatan 2011 & 2012 prodi muamalat fakultas syariah dan hukum UIN Syarif Hidayatullah Jakarta)

0 22 0

Pendidikan Agama Islam Untuk Kelas 3 SD Kelas 3 Suyanto Suyoto 2011

4 108 178

ANALISIS NOTA KESEPAHAMAN ANTARA BANK INDONESIA, POLRI, DAN KEJAKSAAN REPUBLIK INDONESIA TAHUN 2011 SEBAGAI MEKANISME PERCEPATAN PENANGANAN TINDAK PIDANA PERBANKAN KHUSUSNYA BANK INDONESIA SEBAGAI PIHAK PELAPOR

1 17 40

KOORDINASI OTORITAS JASA KEUANGAN (OJK) DENGAN LEMBAGA PENJAMIN SIMPANAN (LPS) DAN BANK INDONESIA (BI) DALAM UPAYA PENANGANAN BANK BERMASALAH BERDASARKAN UNDANG-UNDANG RI NOMOR 21 TAHUN 2011 TENTANG OTORITAS JASA KEUANGAN

3 32 52