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On a maximum of nearest-neighbor random walk with asymptotically zero drift on lattice of positive half line
- Publication Year :
- 2020
-
Abstract
- 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.<br />10 pages
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....03ade9b2d1fca77790ae38e0609e4eb8