The range of a simple random walk on ℤ

DOI10.2307/1428162zbMath0867.60040OpenAlexW4256260269MaRDI QIDQ4332207

Pierre Vallois

Publication date: 20 July 1997

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1428162

zbMATH Keywords

limit theoremBernoulli random walkrange of stochastic process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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Range-renewal processes: SLLNs and power laws ⋮ Range reliability in random walks ⋮ Symmetric Walks on Paths and Cycles ⋮ Range of Brownian motion with drift ⋮ The range of a simple random walk on \(\mathbb{Z}\): an elementary combinatorial approach ⋮ On the range of simple symmetric random walks on the line ⋮ The range inter-event process in a symmetric birth-death random walk ⋮ Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies ⋮ On first range times of linear diffusions ⋮ Run length statistics and the Hurst exponent in random and birth-death random walks.

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