Author:
Katzenbeisser W.,Panny W.
Abstract
Let Qn denote the number of times where a simple random walk reaches its maximum, where the random walk starts at the origin and returns to the origin after 2n steps. Such random walks play an important role in probability and statistics. In this paper the distribution and the moments of Qn, are considered and their asymptotic behavior is studied.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference9 articles.
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2. Katzenbeisser W. and Panny W. (1990) Some further results on the height of lattice paths. J. Statist. Planning Inf. To appear.
3. Asymptotic results on the maximal deviation of simple random walks
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