On the length of the longest excursion

DOI10.1007/BF00532646zbMath0537.60062OpenAlexW2030785040WikidataQ106153550 ScholiaQ106153550MaRDI QIDQ3322962

Endre Csáki, Pál Révész, Paul 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)

Related Items (9)

Asymptotic expansions for the maximum of random number of random variables ⋮ Order statistics for jumps of normalised subordinators ⋮ On the maximum of a Wiener process and its location ⋮ On the maximal distance between two renewal epochs ⋮ The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator ⋮ On the infimum of the local time of a Wiener process ⋮ Energy-constrained random walk with boundary replenishment ⋮ Notes on a certain local time and excursions of simple symmetric random walks ⋮ On the occupation time of an iterated process having no local time

Cites Work

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• How big are the increments of the local time of a Wiener process?
• A conditioned limit theorem for random walk and Brownian local time on square root boundaries
• On the zero \(\sum_1^n\pm 1\)
• A strong law of Erdös-Rényi type for cumulative processes in renewal theory
• A First Passage Problem for the Wiener Process
• On the Application of the Borel-Cantelli Lemma

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