The range of a simple random walk on ℤ

DOI10.2307/1428162zbMATH Open0867.60040OpenAlexW4256260269MaRDI QIDQ4332207FDOQ4332207

Authors: Pierre Vallois 

Publication date: 20 July 1997

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1428162

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zbMATH Keywords

limit theoremBernoulli random walkrange of stochastic process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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• Run length statistics and the Hurst exponent in random and birth-death random walks.
• A Generalization of a Random Walk Problem

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