Responsive image
博碩士論文 etd-0719113-142451 詳細資訊
Title page for etd-0719113-142451
論文名稱
Title
探討隨機漫步的覆蓋時間
On the Cover Time of a Random Walk
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
26
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
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
統計
Statistics
本論文已被瀏覽 5774 次,被下載 1069
The thesis/dissertation has been browsed 5774 times, has been downloaded 1069 times.
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.
電子全文 Fulltext
本電子全文僅授權使用者為學術研究之目的,進行個人非營利性質之檢索、閱讀、列印。請遵守中華民國著作權法之相關規定,切勿任意重製、散佈、改作、轉貼、播送,以免觸法。
論文使用權限 Thesis access permission:校內校外完全公開 unrestricted
開放時間 Available:
校內 Campus: 已公開 available
校外 Off-campus: 已公開 available


紙本論文 Printed copies
紙本論文的公開資訊在102學年度以後相對較為完整。如果需要查詢101學年度以前的紙本論文公開資訊,請聯繫圖資處紙本論文服務櫃台。如有不便之處敬請見諒。
開放時間 available 已公開 available

QR Code