On the number of times a simple random walk reaches a onnegative height

DOI10.1080/15326340008807596MaRDI QIDQ4512882zbMATH OpenOpenAlexFDO

Authors

Publication date 8 July 2001

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340008807596

zbMATH Keywords

generating functionhypergeometric functionslocal timesymmetric random walkCauchy's integral formulageneralized trinomial coefficientspurely binomial random walkvisit to height \(r\)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Recommendations

• The maximal height of simple random walks revisited
• The moments of the random variable for the number of returns of a simple random walk
• Generalized random walks with negative binomial stopping times
• On the number of times where a simple random walk reaches its maximum
• Upcrossings of the random walk

Cited in

(5)

• The higher moments of the number of returns of a simple random walk
• On the number of times where a simple random walk reaches its maximum
• Number of visits to a state in a random walk, before absorption, and related topics.
• Some limit theorems for heights of random walks on a spider
• Generalized random walks with negative binomial stopping times

This page was built for publication: On the number of times a simple random walk reaches a onnegative height

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4512882)