Minima of independent time-inhomogeneous random walks

Author:

Hou Wanting1,Hong Wenming2

Affiliation:

1. Department of Mathematics, Northeastern University, Shenyang 110004, P. R. China

2. School of Mathematical Sciences and Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 100875, P. R. China

Abstract

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.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

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