SUN Hongyan, WANG Huaming, . On a Maximum of Some Random Walk on Lattice of Half Line[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(5): 633-642.
Citation:
SUN Hongyan, WANG Huaming, . On a Maximum of Some Random Walk on Lattice of Half Line[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(5): 633-642.
SUN Hongyan, WANG Huaming, . On a Maximum of Some Random Walk on Lattice of Half Line[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(5): 633-642.
Citation:
SUN Hongyan, WANG Huaming, . On a Maximum of Some Random Walk on Lattice of Half Line[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(5): 633-642.
On a Maximum of Some Random Walk on Lattice of Half Line
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.
DownLoad: