Geodesic
On the distribution of the trajectory maximum of a random walk with switchings
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 16 (2019), pp. 998-1004.

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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. 
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V. I. Lotov. On the distribution of the trajectory maximum of a random walk with switchings. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 16 (2019), pp. 998-1004. http://geodesic.mathdoc.fr/item/SEMR_2019_16_a39/

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