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論文名稱 Title |
探討隨機漫步的覆蓋時間 On the Cover Time of a Random Walk |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
26 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2013-07-10 |
繳交日期 Date of Submission |
2013-08-19 |
關鍵字 Keywords |
一步分析、隨機漫步、停止時間、覆蓋時間、強馬可夫鏈性質 random walk, stopping time, cover time, strong Markov property, the first step analysis |
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統計 Statistics |
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中文摘要 |
想像一個動點在時間 t = 0 從 x-軸的原點開始移動,每增加 1 個單位時間就往右或往左移動一整數單位,其規則如下:動點在每個整數點往右移動的機率為 p,往左移動的機率為 q = 1 − p。對於 p = q = 1/2 的模型我們通常稱它為簡單對稱隨機漫步,又對於 p ≠ q 的模型我們通常稱它為簡單非對稱隨機漫步。 對於一個隨機漫步模型,我們定義覆蓋時間(cover time) 為該動點經過n 個不同的點所需時間。在這篇碩士論文中我們首先研究由 0 出發且在整數點上移動的隨機漫步之覆蓋時間,然後我們研究由 0 出發且具有一個反彈點的隨機漫步並探討其所對應的覆蓋時間的一些性質。 |
Abstract |
Imagine that a particle starts from the origin of the x-axis and moves at times t = 0, 1, . . . one step to the right with probability p or one step to the left with probability q = 1 − p. If p = q = 1/2, it is usually called a simple symmetric random walk and if p ≠ q, it is usually called a simple asymmetric random walk. For a simple random walk and a given positive integer n, define the cover time to be the time when the number of points visited has just increased to the given number n. In this thesis, we first review the cover time of a simple random walk on Z starting from 0. Then we study the cover time in a simple random walk starting from 0 with a reflection barrier. |
目次 Table of Contents |
誌謝i 中文摘要ii Abstract iii 1 Introduction 1 2 Random Walk on Z 2 3 Random Walk on a Half Line 6 4 Random Walk on {−a, −a + 1, . . .} 10 Appendix 19 Reference 19 |
參考文獻 References |
[1] Blom, G., Holst, L. and Sandell, D. (1994). Problems and Snapshots from the World of Prabability. Springer, New York. [2] Blom, G. and Sandell, D. (1992). Cover time for random walks on graghs. The Mathematical Scientist, 17, 111-119. [3] Chong, K.S., Cowan, R. and Holst, L. (2000). The Ruin Problem and Cover Times of Asymmetric Random Walks and Brownian Motions. Adv. Appl. Prob. 32, 177-192. [4] Feller, W. (1970). An Introduction to Probability Theory and its Application, Volume I. 3rd edn. John Wiley, New York. [5] Freedman, D. (1983). Markov Chains. Springer, New York. [6] Keilson, J. (1964). On the ruin problem for the generalized random walk. Operations Res. 12, 504-506. [7] Pinsky, M.A. and Karlin, S. (2011). An Introduction to Stochastic Modeling. Academic Press, New York. [8] Wilf, H.S. (1989). The Editor’s Corner: The White Screen Problem. The American Mathematical Monthly, 96, 704-707. |
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