论文标题
积极复发的中心偏见随机步行的极端价值统计数据
Extreme value statistics of positive recurrent centrally biased random walks
论文作者
论文摘要
我们考虑了中心偏向随机步行的极端价值统计数据，在厄尔贡方案中具有渐近零漂移。我们完全表征了缺乏翻译不变性的马尔可夫链的最大值的渐近分布，并特别强调了最大值期望值的时间缩放与过程的固定分布之间的关系。
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking translational invariance, with a particular emphasis on the relation between the time scaling of the expected value of the maximum and the stationary distribution of the process.
