Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk

DOI10.1016/0304-4149(87)90018-4zbMath0623.60046OpenAlexW2039635383MaRDI QIDQ1091669

Chern-Ching Chao, John Slivka

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90018-4

zbMATH Keywords

strong law of large numbersexact distributionsBernoulli variableslast exit timelinear boundary crossings

Mathematics Subject Classification ID

Strong limit theorems (60F15) Combinatorial probability (60C05)

Related Items

Last exit times for random walks, Measures of sets decomposing the simply normal numbers in the unit interval

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