On Pólya–Friedman random walks

DOI10.1088/1751-8113/41/50/505005MaRDI QIDQ5503580zbMATH OpenOpenAlexFDO

Authors Thierry E. Huillet

Publication date 15 January 2009

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8113/41/50/505005

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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• Parameter estimation of default portfolios using the Merton model and phase transition
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• On a class of random walks in simplexes
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• On a property of random walk polynomials involving Christoffel functions
• Record statistics for a discrete-time random walk with correlated steps
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