On the distribution of the trajectory maximum of a random walk with switchings Full article
| Journal |
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304 |
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| Output data | Year: 2019, Volume: 16, Pages: 998-1004 Pages count : 7 DOI: 10.33048/semi.2019.16.068 | ||||
| Tags | oscillating random walk, trajectory maximum, limit theorems | ||||
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Abstract:
We continue studying of the random walk introduced in [1].
The distribution of the random walk jumps changes under successive
achievement regulatory boundaries. The regulation is intended to keep
under control the range of trajectories. At the same time the structure
of the process allows the trajectories stay some time outside the band
adjustments. The paper establishes limit theorems for the distribution
of the maximum possible excess of the upper regulatory barrier.
Cite:
Лотов В.И.
On the distribution of the trajectory maximum of a random walk with switchings
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2019. Т.16. С.998-1004. DOI: 10.33048/semi.2019.16.068 WOS Scopus OpenAlex
On the distribution of the trajectory maximum of a random walk with switchings
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2019. Т.16. С.998-1004. DOI: 10.33048/semi.2019.16.068 WOS Scopus OpenAlex
Dates:
| Submitted: | Apr 24, 2019 |
| Published print: | Aug 5, 2019 |
Identifiers:
| Web of science: | WOS:000479063900002 |
| Scopus: | 2-s2.0-85071165060 |
| OpenAlex: | W3016189211 |