Modes of a Gaussian random walk

DOI10.1023/A:1022846114843MaRDI QIDQ1870241zbMATH OpenOpenAlexFDO

Authors Philip K. Rawlings

Publication date 11 May 2003

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022846114843

zbMATH Keywords

Brownian motionrandom walkslattice statistical mechanics

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50)

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Cited in

(4)

• Walking to infinity on gaussian lines
• Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula
• On the moments of a semi-Markovian random walk with Gaussian distribution of summands
• Behaviors of generalized random walks. The model and its evaluations

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