Excursion and meander in random walk-Reference-Cited by-同舟云学术

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Excursion and meander in random walk

Published:1981 Issue:1 Volume:9 Page:57-70
ISSN:0319-5724
Container-title:Canadian Journal of Statistics
language:en
Short-container-title:Can. J. Statistics

Author:

Csáki E.,Mohanty S. G.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference20 articles.

1. An invariance principle for conditioned random walk attracted to a stable law;Belkin;Z. Wahrsch. Verw. Gebiete,1972

2. On a functional central limit theorem for random walks conditioned to stay positive;Bolthausen;Ann. Probab.,1976

3. Excursions in Brownian motion;Chung;Ark. Mat.,1976

4. On the number of intersections in the one-dimensional random walk;Csáki;Publ. Math. Inst. Hungar. Acad. Sci.,1961

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Some martingale properties of the simple random walk and its maximum process;Statistics & Probability Letters;2024-05

2. Notes on a certain local time and excursions of simple symmetric random walks;Proceedings of the Japan Academy, Series A, Mathematical Sciences;2023-07-31

3. Positive random walks and an identity for half-space SPDEs;Electronic Journal of Probability;2022-01-01

4. On some results for Bernoulli excursions;Journal of Statistical Planning and Inference;1996-09

5. Limit distributions for the Bernoulli meander;Journal of Applied Probability;1995-06

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