A Feynman-Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game

DOI10.1090/PROC/14758zbMATH Open1498.60304arXiv1810.06092OpenAlexW2962923635MaRDI QIDQ5086947FDOQ5086947

Authors: F. Alberto Grünbaum 

Publication date: 8 July 2022

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: A classical result of K. L. Chung and W. Feller deals with the partial sums $S_k$ arising in a fair coin-tossing game. If $N_n$ is the number of "positive" terms among $S_1,S_2,dots,S_n$ then the quantity $P(N_{2n}=2r)$ takes an elegant form. We lift the restriction on an even number of tosses and give a simple expression for $P(N_{2n+1}=r)$, $r=0,1,2,dots,2n+1$. We get to this result by adapting the Feynman-Kac methodology.

Full work available at URL: https://arxiv.org/abs/1810.06092

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zbMATH Keywords

Legendre polynomialsBrownian motionFeynman-Kac formulacoin-tossing game

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30)

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Cited In (3)

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