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

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{SEMR_2019_16_a39,
     author = {V. I. Lotov},
     title = {On the distribution of the trajectory maximum of a random walk with switchings},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {998--1004},
     publisher = {mathdoc},
     volume = {16},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2019_16_a39/}
}
TY  - JOUR
AU  - V. I. Lotov
TI  - On the distribution of the trajectory maximum of a random walk with switchings
JO  - Sibirskie èlektronnye matematičeskie izvestiâ
PY  - 2019
SP  - 998
EP  - 1004
VL  - 16
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SEMR_2019_16_a39/
LA  - ru
ID  - SEMR_2019_16_a39
ER  - 
%0 Journal Article
%A V. I. Lotov
%T On the distribution of the trajectory maximum of a random walk with switchings
%J Sibirskie èlektronnye matematičeskie izvestiâ
%D 2019
%P 998-1004
%V 16
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SEMR_2019_16_a39/
%G ru
%F SEMR_2019_16_a39
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/