Аннотация:
We continue studying of the random walk
introduced in [1]. The distribution of the random walk jumps
changes under successive achievement regulatory boundaries. The
regulation is intended to keep under control the range of
trajectories. At the same time the structure of the process allows
the trajectories stay some time outside the band adjustments. The
paper establishes limit theorems for the distribution of the maximum
possible excess of the upper regulatory barrier.
Ключевые слова:oscillating random walk, trajectory maximum, limit theorems.