半直线格点上随机游动的最大值  

On a Maximum of Some Random Walk on Lattice of Half Line

作　　者：孙鸿雁[1] 王华明[2] SUN Hongyan;WANG Huaming(Department of Mathematics,China University of Geosciences,Beijing,100083,China;Department of Statistics,Anhui Normal University,Wuhu,241002,China)

机构地区：[1]中国地质大学数学系,北京100083 [2]安徽师范大学统计系,芜湖241002

出　　处：《应用概率统计》2023年第5期633-642,共10页Chinese Journal of Applied Probability and Statistics

基　　金：supported by National Natural Science Foundation of China (Grant Nos. 11501008,11601494)。

摘　　要：本文研究半直线上带渐近零漂移的紧邻随机游动.用M表示从1到0的一个游程内粒子的最大位置.本文研究M的分布,并刻划它的渐近分布,该结果与简单随机游动不同.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.

关 键 词：随机游动 最大值 渐近零漂移 

分 类 号：O211.4[理学—概率论与数理统计]