论文标题

在三角阵列设置中随机散步的首次通行时间

First-passage times for random walks in the triangular array setting

论文作者

Denisov, Denis, Sakhanenko, Alexander, Wachtel, Vitali

论文摘要

在本文中,我们继续研究出口时间,以独立但不一定是相同的分布式增量的随机步行时间。我们的论文“具有非相同分布的增量的随机步行的第一票及其时间”专门用于构建随机步行的固定序列,以满足经典的lindeberg条件的独立随机变量的固定序列。现在,当我们拥有一个三角形阵列的独立随机变量时,我们会考虑一种更普遍的情况。我们的主要假设是,每行的条目都被常数统一界定,随着行的数量增加,该条目往往为零。

In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was devoted to the case when the random walk is constructed by a fixed sequence of independent random variables which satisfies the classical Lindeberg condition. Now we consider a more general situation when we have a triangular array of independent random variables. Our main assumption is that the entries of every row are uniformly bounded by a constant, which tends to zero as the number of the row increases.

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