×

The maximum of a random walk and its application to rectangle packing. (English) Zbl 0958.60050

Summary: Let \(S_0,\dots,S_n\) be a symmetric random walk that starts at the origin \((S_0=0)\) and takes steps uniformly distributed on \([-1,+1]\). We study the large-\(n\) behavior of the expected maximum excursion and prove the estimate \[ E\max_{0\leq k\leq n}S_k= \sqrt{{2n \over 3\pi}}-c+{1 \over 5}\sqrt {{2\over 3\pi}}n^{-1/2} +O(n^{-3/2}), \] where \(c=0.297952\dots\). This estimate applies to the problem of packing \(n\) rectangles into a unit-width strip; in particular, it makes much more precise the known upper bound on the expected minimum height, \({n\over 4}+{1\over 2} E\max_{0\leq j\leq n}S_j+ {1\over 2}= {n\over 4}+O (n^{1/2})\), when the rectangle sides are \(2n\) independent uniform random draws from \([0,1]\).

MSC:

60G50 Sums of independent random variables; random walks
Full Text: DOI

References:

[1] Olver, Asymptotics and special functions (1974)
[2] Hofri, Analysis of algorithms: Computational methods & mathematical tools (1995) · Zbl 0845.68057
[3] Henrici, Applied and computational complex analysis II (1977) · JFM 02.0076.02
[4] Abramowitz, Handbook of mathematical functions (1972) · Zbl 0543.33001
[5] DOI: 10.1007/BF01190899 · Zbl 0787.68046 · doi:10.1007/BF01190899
[6] DOI: 10.1137/0218011 · Zbl 0671.68014 · doi:10.1137/0218011
[7] Feller, An introduction to probability theory and its applications II (1971) · Zbl 0219.60003
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.