The Maximum of a Random Walk and Its Application to Rectangle Packing

DOI10.1017/S0269964800005258MaRDI QIDQ4950720zbMATH OpenFDO

Authors E. G. jun. Coffman, Philippe Flajolet, L. Flatto, Micha Hofri

Publication date 9 April 2001

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

random walkexpected maximum excursion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 873409 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Algorithms for Packing Squares: A Probabilistic Analysis
• Packings in two dimensions: Asymptotic average-case analysis of algorithms

Cited in

(15)

• First gap statistics of long random walks with bounded jumps
• On sequential selection and a first passage problem for the Poisson process
• Statistics and optimization of random pan stacking
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
• Extreme value statistics of correlated random variables: a pedagogical review
• Survival probability of random walks and Lévy flights on a semi-infinite line
• Mean perimeter and mean area of the convex hull over planar random walks
• Bin packing as a random walk: A note on Knödel's paper
• Methods for symmetrizing random variables
• Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap
• Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
• Precise asymptotics for a random walker’s maximum
• Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift
• Expected maximum of bridge random walks & Lévy flights
• Random convex hulls and extreme value statistics

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