On a Distribution of Some Functionals of a Simple Random Walk

DOI10.1137/S0040585X97982104MaRDI QIDQ3429722zbMATH OpenOpenAlexFDO

Authors A. S. Mishchenko

Publication date 2 April 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982104

zbMATH Keywords

Brownian motiondistributionexcursionslocal timemaximumoccupation time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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(9)

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• On moments of Brownian functionals and their interpretation in terms of random walks
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• On an analogue of Lévy's characterization theorem for a random walk
• On some probability distributions associated with random walks
• On powers of likelihood functions of random walks on ℤͩ
• On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian motion
• Delta-functions on recurrent random walks

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