Random walks with sticky barriers (Q2172941)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7587583
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Random walks with sticky barriers |
scientific article; zbMATH DE number 7587583 |
Statements
Random walks with sticky barriers (English)
0 references
19 September 2022
0 references
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.
0 references
functional limit theorems
0 references
locally perturbed random walks
0 references
random walk in a strip
0 references
random walk with barriers
0 references
strong laws of large numbers
0 references
0 references
0.90527415
0 references
0 references
0.8722734
0 references