How many probes are needed to compute the maximum of a random walk?

Philippe Chassaing

Stochastic Processes and their Applications, 1999, vol. 81, issue 1, 129-153

Abstract: probes 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.

Keywords: Average; case; analysis; of; algorithms; Quasi-optimal; algorithm; Random; walk; Brownian; motion; Brownian; meander (search for similar items in EconPapers)
Date: 1999
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