On the range, local times and periodicity of random walk on an interval

被引:0
|
作者
Athreya, Siva [1 ,2 ]
Sethuraman, Sunder [3 ]
Toth, Balint [4 ]
机构
[1] Indian Stat Inst, Bangalore 560059, Karnataka, India
[2] Natl Univ Singapore, Dept Math, Singapore 119076, Singapore
[3] Univ Arizona, Dept Math, Tucson, AZ 85721 USA
[4] Tech Univ Budapest, Inst Math, H-1111 Budapest, Hungary
来源
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2011年 / 8卷
关键词
range; random walk; local times; periodicity;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with N locations are considered. Several results on asymptotic distributions are obtained.
引用
收藏
页码:269 / 284
页数:16
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