An iterative approximation procedure for the distribution of the maximum of a random walk
β Scribed by Wolfgang Stadje
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 127 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We give a closed-form expression for a complicated constant arising in the average-case analysis of maximum-finding algorithms for a random walk.
We consider a nearest neighbor, symmetric random walk on a homogeneous, ergodic random lattice Z d . The jump rates of the walk are independent, identically Bernoulli distributed random variables indexed by the bonds of the lattice. A standard result from the homogenization theory, see [A. De Masi,
Consider I:andom graphs with n labelled vertices in which the edges are chosen independently and with a 6lxed probability p, 0 <p C 1. Let y be a fixed real number, q = 1p, and denote by A the maximum degree. Then