Add to ORKGprobes are necessary to compute the maximum of a simple symmetric random walk with n steps, in which c appears under the form of a triple integral. In this paper we prove that (log n/log p-log q)+o(log n) probes are necessary to compute the maximum of a simple asymmetric random walk with n steps. We also give c under closed form.Average case analysis of algorithms Quasi-optimal algorithm Random walk Brownian motion Brownian meander
Let $\M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the ...
International audienceOne way to compute the value function of an optimal stopping problem along Bro...
In this paper we present an analytical proof of the fact that the maximum of gaussian random walks e...
AbstractOdlyzko (1995) proves that, in the average, cn+o(n) probes are necessary to compute the maxi...
an asymptotically optimal algorithm, with respect to the average cost, among algorithms that find th...
Let S0,...,Sn be a symmetric random walk that starts at the origin (S0 = 0), and takes steps uniform...
Consider a random walk S = (Sn: n ≥ 0) that is “perturbed ” by a stationary sequence (ξn: n ≥ 0) to ...
Wachtel V, Shneer S. A general approach to the analysis of the maximum of a random walk in heavy tra...
Brownian motion and scaled and interpolated simple random walk can be jointly embedded in a probabil...
This paper is a study of the error in approximating the global maximum of a Brownian motion on the u...
The theme of this thesis are symmetric random walks. We define different types of paths and prove th...
This thesis discusses symmetric random walk, its definition and basic properties. The outset is focu...
In Robbins' problem of minimizing the expected rank, a finite sequence of $n$ independent, identical...
This paper studies a random walk based on random transvections in SL n ( F q ) and shows that, given...
Let (Sn)n≥0 be a correlated random walk on the integers, let M0 ≥ S0 be an arbitrary integer, and le...
Let $\M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the ...
International audienceOne way to compute the value function of an optimal stopping problem along Bro...
In this paper we present an analytical proof of the fact that the maximum of gaussian random walks e...
AbstractOdlyzko (1995) proves that, in the average, cn+o(n) probes are necessary to compute the maxi...
an asymptotically optimal algorithm, with respect to the average cost, among algorithms that find th...
Let S0,...,Sn be a symmetric random walk that starts at the origin (S0 = 0), and takes steps uniform...
Consider a random walk S = (Sn: n ≥ 0) that is “perturbed ” by a stationary sequence (ξn: n ≥ 0) to ...
Wachtel V, Shneer S. A general approach to the analysis of the maximum of a random walk in heavy tra...
Brownian motion and scaled and interpolated simple random walk can be jointly embedded in a probabil...
This paper is a study of the error in approximating the global maximum of a Brownian motion on the u...
The theme of this thesis are symmetric random walks. We define different types of paths and prove th...
This thesis discusses symmetric random walk, its definition and basic properties. The outset is focu...
In Robbins' problem of minimizing the expected rank, a finite sequence of $n$ independent, identical...
This paper studies a random walk based on random transvections in SL n ( F q ) and shows that, given...
Let (Sn)n≥0 be a correlated random walk on the integers, let M0 ≥ S0 be an arbitrary integer, and le...
Let $\M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the ...
International audienceOne way to compute the value function of an optimal stopping problem along Bro...
In this paper we present an analytical proof of the fact that the maximum of gaussian random walks e...