Moments of an amplitude process in a random walk and approximations : computations and applications

DOI10.1051/ro/1995290100011zbMath0827.60058OpenAlexW2249603032MaRDI QIDQ4837958

Pierre Vallois, Charles S. Tapiero

Publication date: 26 November 1995

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/105095

zbMATH Keywords

range processsymmetric Bernoulli random walk

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sums of independent random variables; random walks (60G50)

Related Items (3)

Range reliability in random walks ⋮ The range of once‐reinforced random walk in one dimension ⋮ Run length statistics and the Hurst exponent in random and birth-death random walks.

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