Minima of independent time-inhomogeneous random walks

Author(s):  
Wanting Hou ◽  
Wenming Hong

In this paper, we will consider the minima of an exponentially growing number of independent time-inhomogeneous random walks, where the first- and second-order limit behaviors for the minima have been obtained.

2011 ◽  
Vol 60 (10) ◽  
pp. 1503-1510 ◽  
Author(s):  
Ching-Nung Yang ◽  
Chih-Yang Chiu ◽  
Gen-Chin Wu

Sign in / Sign up

Export Citation Format

Share Document