On the number of times where a simple random walk reaches its maximum

DOI10.2307/3214568MaRDI QIDQ4018324zbMATH OpenOpenAlexFDO

Authors

Publication date 16 January 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://epub.wu.ac.at/834/1/document.pdf

zbMATH Keywords

asymptotic behaviourKolmogorov-Smirnov two-sample testrandom walk

Mathematics Subject Classification ID

Approximation by other special function classes (41A30) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Sums of independent random variables; random walks (60G50) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

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