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Diskretnaya Matematika, 2010, Volume 22, Issue 3, Pages 63–74
DOI: https://doi.org/10.4213/dm1107
(Mi dm1107)
 

On the number of coincidences of two homogeneous random walks with positive increments

I. A. Kravchenko
References:
Abstract: We investigate the distribution of the random variable equal to the number of coincidences of two homogeneous random walks with positive independent increments. This random variable is the length of the subsequence of common elements in two random sequences which are random subsequences of the same random sequence. For the considered random variable we obtain the asymptotic expression for the mathematical expectation and a limit theorem under the assumption that the sequential intervals between coincidences of the two random walks have a finite variance. For the particular case of random walks with increments equal to 1 and 2 we prove a finiteness of this variance and obtain the expression of the variance in terms of the parameters of the random walks.
Received: 20.02.2009
English version:
Discrete Mathematics and Applications, 2010, Volume 20, Issue 4, Pages 363–376
DOI: https://doi.org/10.1515/DMA.2010.022
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: I. A. Kravchenko, “On the number of coincidences of two homogeneous random walks with positive increments”, Diskr. Mat., 22:3 (2010), 63–74; Discrete Math. Appl., 20:4 (2010), 363–376
Citation in format AMSBIB
\Bibitem{Kra10}
\by I.~A.~Kravchenko
\paper On the number of coincidences of two homogeneous random walks with positive increments
\jour Diskr. Mat.
\yr 2010
\vol 22
\issue 3
\pages 63--74
\mathnet{http://mi.mathnet.ru/dm1107}
\crossref{https://doi.org/10.4213/dm1107}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2762802}
\elib{https://elibrary.ru/item.asp?id=20730347}
\transl
\jour Discrete Math. Appl.
\yr 2010
\vol 20
\issue 4
\pages 363--376
\crossref{https://doi.org/10.1515/DMA.2010.022}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77958483348}
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  • https://doi.org/10.4213/dm1107
  • https://www.mathnet.ru/eng/dm/v22/i3/p63
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    Дискретная математика
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    Full-text PDF :169
    References:66
    First page:12
     
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