On the distribution of the trajectory maximum of a random walk with switchings

Vladimir Ivanovich Lotov

doi:10.33048/semi.2019.16.068

On the distribution of the trajectory maximum of a random walk with switchings

Переведенное название: О распределении максимума траектории случайного блуждания с переключениями

Vladimir Ivanovich Lotov

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

1 Цитирования (Scopus)

Аннотация

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.

Переведенное название	О распределении максимума траектории случайного блуждания с переключениями
Язык оригинала	английский
Страницы (с-по)	998-1004
Число страниц	7
Журнал	Сибирские электронные математические известия
Том	16
DOI	https://doi.org/10.33048/semi.2019.16.068
Состояние	Опубликовано - 1 янв. 2019

Ключевые слова

Limit theorems
Oscillating random walk
Trajectory maximum

ГРНТИ

27 МАТЕМАТИКА

Доступ к документу

10.33048/semi.2019.16.068

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On the distribution of the trajectory maximum of a random walk with switchings. / Lotov, Vladimir Ivanovich.

В: Сибирские электронные математические известия, Том 16, 01.01.2019, стр. 998-1004.

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

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