Abstract
In this paper various statistics for randomized random walks and their distributions are presented. The distributional results are derived by means of a limiting procedure applied to the pertaining discrete time process, which has been considered in part I of this work (Katzenbeisser and Panny 1996). This basic approach, originally due to Meisling (1958), seems to offer certain technical advantages, since it avoids the use of Laplace transforms and is even simpler than Feller's randomization technique.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference12 articles.
1. The transient solution of M/M/1 queues under (M,N)-policy. A combinatorial approach
2. Simple random walk statistics. Part I: Discrete time results
3. Mohanty S. G. and Panny W. (1989) A discrete-time analogue of the M/M/1 queue and the transient solution: An analytic approach. In Limit Theorems in Probability and Statistics. Pécs (Hungary), Colloq. Math. Soc. Janos Bolyai 57, 417–124.
Cited by
3 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