Random walks with sticky barriers (Q2172941)

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Random walks with sticky barriers
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    Random walks with sticky barriers (English)
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    19 September 2022
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    The authors introduce a new class of multidimensional locally perturbed random walks, which they call random walks with sticky barriers. It generalizes the model in [\textit{D. Bohle} et al., ``A fundamental problem of hypothesis testing with finite inventory in e-commerce'', Appl. Stoch. Models Bus. Ind. 37, No. 3, 454--474 (2021; \url{doi:10.1002/asmb.2574})]. First, the paper provides the motivation and informal introduction of the random walks with sticky barriers. Then, the authors formally define the walk and prove the strong laws of large numbers, asymptotic expansions for expectations and functional limit theorem.
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    functional limit theorems
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    locally perturbed random walks
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    random walk in a strip
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    random walk with barriers
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    strong laws of large numbers
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