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On the distribution of the trajectory maximum of a random walk with switchings. / Lotov, Vladimir Ivanovich.

в: Сибирские электронные математические известия, Том 16, 01.01.2019, стр. 998-1004.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Lotov, VI 2019, 'On the distribution of the trajectory maximum of a random walk with switchings', Сибирские электронные математические известия, Том. 16, стр. 998-1004. https://doi.org/10.33048/semi.2019.16.068

APA

Lotov, V. I. (2019). On the distribution of the trajectory maximum of a random walk with switchings. Сибирские электронные математические известия, 16, 998-1004. https://doi.org/10.33048/semi.2019.16.068

Vancouver

Lotov VI. On the distribution of the trajectory maximum of a random walk with switchings. Сибирские электронные математические известия. 2019 янв. 1;16:998-1004. doi: 10.33048/semi.2019.16.068

Author

Lotov, Vladimir Ivanovich. / On the distribution of the trajectory maximum of a random walk with switchings. в: Сибирские электронные математические известия. 2019 ; Том 16. стр. 998-1004.

BibTeX

@article{861ccc3f3c4d464ca0ba49f85e79a1ae,
title = "On the distribution of the trajectory maximum of a random walk with switchings",
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 = "Limit theorems, Oscillating random walk, Trajectory maximum",
author = "Lotov, {Vladimir Ivanovich}",
year = "2019",
month = jan,
day = "1",
doi = "10.33048/semi.2019.16.068",
language = "English",
volume = "16",
pages = "998--1004",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - On the distribution of the trajectory maximum of a random walk with switchings

AU - Lotov, Vladimir Ivanovich

PY - 2019/1/1

Y1 - 2019/1/1

N2 - 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.

AB - 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.

KW - Limit theorems

KW - Oscillating random walk

KW - Trajectory maximum

UR - http://www.scopus.com/inward/record.url?scp=85071165060&partnerID=8YFLogxK

UR - https://www.elibrary.ru/item.asp?id=42735112

U2 - 10.33048/semi.2019.16.068

DO - 10.33048/semi.2019.16.068

M3 - Article

AN - SCOPUS:85071165060

VL - 16

SP - 998

EP - 1004

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 21346911