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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2019, Volume 16, Pages 998–1004
DOI: https://doi.org/10.33048/semi.2019.16.068 (Mi semr1110) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Probability theory and mathematical statistics

On the distribution of the trajectory maximum of a random walk with switchings

V. I. Lotovab

a Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
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DOI: https://doi.org/10.33048/semi.2019.16.068
Abstract: We continue studying of the random walk introduced in [1]. The distribution of the random walk jumps changes under successive achievement regulatory boundaries. The regulation is intended to keep under control the range of trajectories. At the same time the structure of the process allows the trajectories stay some time outside the band adjustments. The paper establishes limit theorems for the distribution of the maximum possible excess of the upper regulatory barrier.
Keywords: oscillating random walk, trajectory maximum, limit theorems.
Funding agency Grant number
Russian Science Foundation 18-11-00129
Received April 24, 2019, published August 5, 2019
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60G50
Language: Russian
Citation: V. I. Lotov, “On the distribution of the trajectory maximum of a random walk with switchings”, Sib. Èlektron. Mat. Izv., 16 (2019), 998–1004
Citation in format AMSBIB
\Bibitem{Lot19}
\by V.~I.~Lotov
\paper On the distribution of the trajectory maximum of a random walk with switchings
\jour Sib. \`Elektron. Mat. Izv.
\yr 2019
\vol 16
\pages 998--1004
\mathnet{http://mi.mathnet.ru/semr1110}
\crossref{https://doi.org/10.33048/semi.2019.16.068}
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