摘要
本文研究半直线上带渐近零漂移的紧邻随机游动.用M表示从1到0的一个游程内粒子的最大位置.本文研究M的分布,并刻划它的渐近分布,该结果与简单随机游动不同.
Consider a nearest-neighbor random walk with certain asymptotically zero drift on the positive half line.Let M be the maximum of an excursion starting from 1 and ending at 0.We study the distribution of M and characterize its asymptotics,which is quite different from those of simple random walks.
作者
孙鸿雁
王华明
SUN Hongyan;WANG Huaming(Department of Mathematics,China University of Geosciences,Beijing,100083,China;Department of Statistics,Anhui Normal University,Wuhu,241002,China)
出处
《应用概率统计》
CSCD
北大核心
2023年第5期633-642,共10页
Chinese Journal of Applied Probability and Statistics
基金
supported by National Natural Science Foundation of China (Grant Nos. 11501008,11601494)。
关键词
随机游动
最大值
渐近零漂移
random walk
maximum
asymptotically zero drift
