Central Terms of Markov Walks
Myers, L. E.
Ann. Probab., Tome 4 (1976) no. 6, p. 313-318 / Harvested from Project Euclid
A $\{0, 1\}$-valued discrete time stochastic process $\beta = \{\beta_n\}^\infty_{n=1}$ will be referred to simply as a walk. The notion of central (modal) term of a binomial distribution is generalized to the conditional-on-the-past distributions of $N$th partial sums of walks. The emphasis here is placed on the smallest possible central term $V_A(N)$ within a given class $A$ of walks. If $A$ consists of (i) all walks, (ii) all stationary independent walks, (iii) all stationary Markov walks which are invariant under interchange of 0 and 1, then, respectively, (i) $\{N \cdot V_A(N)\}^\infty_{N=1}$, (ii) $\{N^{\frac{1}{2}} \cdot V_A(N)\}^\infty_{N=1}$, (iii) $\{N \cdot V_A(N)/(\log N)^{\frac{1}{2}}\}^\infty_{N=2}$ are bounded sequences which are bounded away from zero.
Publié le : 1976-04-14
Classification:  Central term,  Markov walk,  60G17,  60G25,  60J10,  62M20,  60C05
@article{1176996136,
     author = {Myers, L. E.},
     title = {Central Terms of Markov Walks},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 313-318},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996136}
}
Myers, L. E. Central Terms of Markov Walks. Ann. Probab., Tome 4 (1976) no. 6, pp.  313-318. http://gdmltest.u-ga.fr/item/1176996136/