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一维简单随机游动的最爱下穿点
引用本文:郝晨旭,胡泽春,马婷,宋仁明.一维简单随机游动的最爱下穿点[J].四川大学学报(自然科学版),2023,60(5):051002-58.
作者姓名:郝晨旭  胡泽春  马婷  宋仁明
作者单位:四川大学数学学院,四川大学数学学院,四川大学数学学院,美国伊利诺伊大学香槟分校数学系
基金项目:国家自然科学基金(12171335, 12101429, 12071011, 11931004, 11871184);西蒙斯基金(429343);四川大学理科发展专项项目(2020SCUNL201)
摘    要:随机游动是一类重要马氏过程,有广泛应用.对于一维简单对称随机游动(Sn),点x在时间n被称为最爱下穿点,如果在时刻n没有其它点的下穿次数比点x的下穿次数大.本文研究了最爱下穿点集的个数,证明如下的命题以概率1成立:4个及4个以上的最爱下穿点只能出现有限次,3个最爱下穿点则会出现无穷多次.此外,本文还提出了一些相关的开问题.

关 键 词:随机游动  最爱点  最爱边  最爱下穿点  局部时
收稿时间:2022/10/23 0:00:00
修稿时间:2022/12/1 0:00:00

Favorite down-crossing sites of one-dimensional simple random walk
HAO Chen-Xu,HU Ze-Chun,MA Ting and SONG Ren-Ming.Favorite down-crossing sites of one-dimensional simple random walk[J].Journal of Sichuan University (Natural Science Edition),2023,60(5):051002-58.
Authors:HAO Chen-Xu  HU Ze-Chun  MA Ting and SONG Ren-Ming
Affiliation:School of Mathematics, Sichuan University,School of Mathematics, Sichuan University,School of Mathematics, Sichuan University,Department of Mathematics, University of Illinois
Abstract:Random walk is a very important Markov process and has important applications in many fields. For a one-dimensional simple symmetric random walk, a site is called a favorite down-crossing site at a time if its down-crossing local time at the time achieves the maximum among all sites. In this paper, we study the cardinality of the favorite down-crossing site set, and show that with probability 1 there are only finitely many times at which there are at least four favorite down-crossing sites and three favorite down-crossing sites occurs infinitely often. Some related open questions are introduced as well.
Keywords:
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