首页|Strong invariance principle for a counterbalanced random walk
Strong invariance principle for a counterbalanced random walk
扫码查看
点击上方二维码区域，可以放大扫码查看
原文链接
NETL
NSTL
万方数据
We study a counterbalanced random walk Šn=(X)1+···+(X)n,which is a discrete time non-Markovian process and (X)n are given recursively as follows.For n≥2,(X)n is a new independent sample from some fixed law μ≠0 with a fixed probability p,and (X)n=-(X)v(n) with probability 1-p,where v(n) is a uniform random variable on{1,···,n-1}.We apply martingale method to obtain a strong invariance principle for Šn.
random walkmartingaleinvariance principle
TAN Hui-qun、HU Zhi-shui、DONG Liang
展开 >
International Institute of Finance,School of Management,University of Science and Technology of China,Hefei 230026,China
Center for Basic Teaching and Experiment,Nanjing University of Science and Technology,Jiangyin 214443,China
NETL
NSTL
万方数据
