Frank Spitzer's work on random walk and Brownian motion

DOI10.1214/AOP/1176989257zbMATH Open0779.60060OpenAlexW2035200013MaRDI QIDQ686751FDOQ686751

Harry Kesten

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989257

zbMATH Keywords

fluctuation theorywinding numberrecurrence criteriarandom walk theoryWiener-Hopf methods

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) History of probability theory (60-03)

Cited In (6)

• Random walks, Brownian motion, and interacting particle systems. A Festschrift in honor of Frank Spitzer
• Frank Spitzer's pioneering work on interacting particle systems
• On homogeneous and oscillating random walks on the integers
• Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
• The Bohnenblust-Spitzer algorithm and its applications
• Random walk and fluctuation theory

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