On the length of the longest excursion

DOI10.1007/BF00532646zbMATH Open0537.60062OpenAlexW2030785040WikidataQ106153550 ScholiaQ106153550MaRDI QIDQ3322962FDOQ3322962

Endre Csáki, P. Erdős, Pál Révész

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

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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)

Cites Work

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

Cited In (15)

• On the maximal distance between two renewal epochs
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Order statistics for jumps of normalised subordinators
• On the infimum of the local time of a Wiener process
• On the maximum of a Wiener process and its location
• Energy-constrained random walk with boundary replenishment
• Extremal segments in random sequences
• Notes on a certain local time and excursions of simple symmetric random walks
• Asymptotic expansions for the maximum of random number of random variables
• Shortest excursion lengths
• Title not available (Why is that?)
• Long random walk excursions and local time
• Title not available (Why is that?)
• On the occupation time of an iterated process having no local time
• Long excursions of a random walk

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