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arXiv 2004.12422math.PR

On a maximum of nearest-neighbor random walk with asymptotically zero drift on lattice of positive half line

Hongyan Sun, Hua-Ming Wang

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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