Abstract
Using a well-known transformation that preserves Wiener measure a theorem is proved that enables one to derive in a non-computational manner distributions of simple functionals of the so-called adjusted range process.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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1. The range of a simple random walk on ℤ;Advances in Applied Probability;1996-12
2. Another visit to two halflines;Advances in Applied Probability;1989-12