Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions (Q3653085)
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scientific article; zbMATH DE number 5650337
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| English | Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions |
scientific article; zbMATH DE number 5650337 |
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Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions (English)
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18 December 2009
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random walk
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excursions
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limit theorems
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0.8637373
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0.8414351
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0.84100926
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0.83968365
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0.8385711
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0.8290181
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0.8284585
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0.8270953
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