正常返中心有偏随机游动的极值统计量
Extreme value statistics of positive recurrent centrally biased random walks
摘要:
研究了遍历区域中具有渐近零漂移的中心有偏随机游动的极值统计量。我们充分刻画了这类马尔可夫链的最大值的渐近分布缺乏平移不变性,特别强调的最大值的期望值的时间尺度和平稳分布的过程之间的关系。
英文摘要:
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking translational invariance, with a particular emphasis on the relation between the time scaling of the expected value of the maximum and the stationary distribution of the process.
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