Excursions of a normal random walk above a boundary

DOI10.1016/S0167-7152(99)00196-0zbMATH Open0967.60056OpenAlexW2031495983MaRDI QIDQ1573641FDOQ1573641

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

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zbMATH Keywords

random walklaw of the iterated logarithmboundary crossingexcursion

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Moments of Oscillations and Ruled Sums
• Expected number of excursions above curved boundarie by a random walk

Cited In (1)

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

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