Excursions of a normal random walk above a boundary

DOI10.1016/S0167-7152(99)00196-0MaRDI QIDQ1573641zbMATH OpenOpenAlexFDO

Authors Evan Fisher, Matthew Berman, Natalie Vowels, Christine Wilson

Publication date 23 August 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00196-0

zbMATH Keywords

random walklaw of the iterated logarithmboundary crossingexcursion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Expected number of excursions above curved boundarie by a random walk
• Moments of Oscillations and Ruled Sums
• ON THE LAW OF THE ITERATED LOGARITHM
• On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm

Cited in

(1)

• Expected number of excursions above curved boundarie by a random walk

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