Local times and cover times in simple random walks and Brownian motions
| Autor: | Li,Chong-Yi, 李重毅 |
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| Rok vydání: | 2018 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 106 This thesis is concerned with two problems inspired by Chong \emph{et al.} \cite{Chong(2000)}. The first one is to study the local time of the simple random walk up to the cover time. We will display the asymptotic distribution about the local time. The second one is to study the cover time of the simple random walk with reflected barriers and the reflected Brownian motion. In the second problem, we first get results for simple random walks and then lead to parallel results for Brownian motions by using Donsker's Theorem. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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