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arXiv · 1808.01830

The Maximum of an Asymmetric Simple Random Walk with Reflection

Steven R. Finch
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Abstract

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are given as the time interval length approaches infinity. We similarly solve an elementary traffic light problem from queueing theory.

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Steven R. Finch. 2018-08-06. The Maximum of an Asymmetric Simple Random Walk with Reflection. https://arxiv.org/abs/1808.01830

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