Three-Dimensional Moran Walk with Resets
In this current paper, we propose to study a three-dimensional Moran model (X^{(1)}_n, X^{(2)}_n,X^{(3)}_n, where each random walk (X^{(i)}_n∈{1,2,3} increases by one unit or is reset to zero at each unit of time. We analyze the joint law of its final altitude X_n=max(X^{(1)}_n, X^{(2)}_n,X^{(3)}_n via the moment generating tools. Furthermore, we show that the limit distribution of each random walk follows a shifted geometric distribution with parameter 1−q_i, and we analyze the maximum of these three walks, also giving explicit expressions for the mean and variance.
In this paper we present a general mathematical construction that allows us to define a parametric class of non-Gaussian processes, namely degenerate Brownian motion (dBm). This class, is made up…
The goal of this paper is to present new results on generalized polynomial sequence known as degenerate Lévy-Meixner Appell polynomials associated with the infinite-dimensional…