Upper Bounds for the Maximum of a Random Walk with Negative Drift
نویسندگان
چکیده
منابع مشابه
Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift
We discuss two Monte Carlo algorithms for finding the global maximum of a simple random walk with negative drift. This problem can be used to connect the analysis of random input Monte Carlo algorithms with ideas and principles from mathematical statistics.
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2013
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s002190020001384x