Excursions of a normal random walk above a boundary
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Publication:1573641
DOI10.1016/S0167-7152(99)00196-0zbMath0967.60056MaRDI QIDQ1573641
Evan Fisher, Matthew Berman, Natalie Vowels, Christine Wilson
Publication date: 23 August 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60G50: Sums of independent random variables; random walks
Cites Work
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- 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
- Moments of Oscillations and Ruled Sums
- Expected number of excursions above curved boundarie by a random walk
- ON THE LAW OF THE ITERATED LOGARITHM