On the length of the longest excursion

DOI10.1007/BF00532646MaRDI QIDQ3322962zbMATH OpenOpenAlexWikidataFDO

Authors Endre Csáki, Pál Révész, P. Erdős

Publication date 1985

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00532646

zbMATH Keywords

symmetric random walklower limitlength of the longest excursion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Recommendations

• Long excursions of a random walk
• Long random walk excursions and local time
• scientific article; zbMATH DE number 806877
• Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge
• scientific article; zbMATH DE number 2046055

Cites work

• scientific article; zbMATH DE number 3826891 (Why is no real title available?)
• scientific article; zbMATH DE number 3917395 (Why is no real title available?)
• scientific article; zbMATH DE number 3718235 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• A First Passage Problem for the Wiener Process
• A conditioned limit theorem for random walk and Brownian local time on square root boundaries
• A strong law of Erdös-Rényi type for cumulative processes in renewal theory
• How big are the increments of the local time of a Wiener process?
• On the Application of the Borel-Cantelli Lemma
• On the zero \(\sum_1^n\pm 1\)

Cited in

(19)

• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• On the occupation time of an iterated process having no local time
• scientific article; zbMATH DE number 1444752 (Why is no real title available?)
• On the maximum of a Wiener process and its location
• Energy-constrained random walk with boundary replenishment
• On the infimum of the local time of a Wiener process
• Asymptotic expansions for the maximum of random number of random variables
• The tail of the length of an excursion in a trap of random size
• Increasing subsequences of random walks
• Order statistics for jumps of normalised subordinators
• Long random walk excursions and local time
• Long excursions of a random walk
• Shortest excursion lengths
• Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
• scientific article; zbMATH DE number 2046055 (Why is no real title available?)
• Finite time and asymptotic behaviour of the maximal excursion of a random walk
• On the maximal distance between two renewal epochs
• Extremal segments in random sequences
• Notes on a certain local time and excursions of simple symmetric random walks

This page was built for publication: On the length of the longest excursion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3322962)