论文标题

随机步行的极端顺序统计

Extreme order statistics of random walks

论文作者

Pitman, Jim, Tang, Wenpin

论文摘要

本文关注的是从随机步行中得出的极端顺序统计的极限理论。我们建立了订单统计数据的联合融合,就临时链条而言,随机步行的最低限度接近。在简单的对称步行和高斯步行的情况下,给出了极限过程的详细描述。还提出了一些开放问题。

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed descriptions of the limit process are given in the case of simple symmetric walks and Gaussian walks. Some open problems are also presented.

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