منابع مشابه
A note on the two-sided regulated random walk
In this paper we address the two-sided regulated random walk defined by the relation XN(t + 1)= min(N,max(0,XN(t)+ A(t+1))) where (A(t); t 1) is a sequence of i.i.d r.v’s with integer values such that A(t) −1,E{A} = 0 and E{rA}<+∞ for an r > 1. Denoting by πN its stationary distribution, FN(x)= πN([0,Nx]) and G(x) the d.f of a uniform r.v on [0,1]. It is shown that 0 < limN‖FN −G‖p limN‖FN −G‖p...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1949
ISSN: 0003-4851
DOI: 10.1214/aoms/1177729954