Order Statistics of Partial Sums
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Cited in
(24)- Distribution of occupation times
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- Universal order statistics for random walks \& Lévy flights
- On the negative value of information in informationally inefficient markets: Calculations for large number of traders
- Fluctuations of a renewal-reward process
- Distribution of time above a threshold for Markov processes
- Sample quantiles of stochastic processes with stationary and independent ents
- An elementary probability approach to fluctuation theory
- Extreme order statistics of random walks
- A note on the α-quantile option
- Probability Distribution of the Median Taken on Partial Sums of a Simple Random Walk
- Gap statistics close to the quantile of a random walk
- Pricing methods for -quantile and perpetual early exercise options based on Spitzer identities
- First gap statistics of long random walks with bounded jumps
- Algorithmic Number Theory
- Baxter algebras and combinatorial identities. I
- Zuf�llige Pfade mit vertauschbaren Schritten
- Die kombinatorische L�sung einer Operator-Gleichung
- The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1
- Principles and Practice of Constraint Programming – CP 2004
- An extension of Vervaat's transformation and its consequences
- Increasing permutations of random processes
- New insights into the distribution of the topmost gap in random walks and Lévy flights
- An analytic approach to finite fluctuation problems in probability
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