一类随机徘徊的等待时间

Waiting Times for a Class of Random Walks

以一种随机徘徊为例,说明由独立增量点过程的等待时间生成的两类随机量——点间间距、给定时刻前后两次事件出现的时间差——之间的关系.

Let X（k） be a random walk, the waiting time Wn=inf{k;X（k）=n}, Let Ti=Wi-Wi-1 and S（k） =Wx（k）＋1- Wx（k）. Through a simply but rigid discussion, the result ES（k）= ET^2 2/ET2 is established. The discussion is suited for undergraduates.