کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155718 958760 2013 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Hitting times for the perturbed reflecting random walk
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Hitting times for the perturbed reflecting random walk
چکیده انگلیسی
We consider a nearest neighbor random walk on Z which is reflecting at 0 and perturbed when it reaches its maximum. We compute the law of the hitting times and derive many corollaries, especially invariance principles with (rather) explicit descriptions of the asymptotic laws. We also obtain some results on the almost sure asymptotic behavior. As a by-product one can derive results on the reflecting Brownian motion perturbed at its maximum.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 1, January 2013, Pages 110-130
نویسندگان
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