Run length statistics and the Hurst exponent in random and birth-death random walks.

DOI10.1016/0960-0779(96)00032-XzbMath1080.60506OpenAlexW2070657235MaRDI QIDQ815583

Pierre Vallois, Charles S. Tapiero

Publication date: 17 February 2006

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0960-0779(96)00032-x

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (5)

Fractional randomness ⋮ Randomness and fractional stable distributions ⋮ Range reliability in random walks ⋮ The range inter-event process in a symmetric birth-death random walk ⋮ Self-affine time series: Measures of weak and strong persistence.

Cites Work

• On the range of Brownian motion and its inverse process
• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
• Records of the Florentine ``proveditori degli cambiatori: An example of an antipersistent time series in economics
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• The range of a simple random walk on ℤ
• Moments of an amplitude process in a random walk and approximations : computations and applications
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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