On the uniqueness of the maximum of the paths of random walks

DOI10.1016/J.JSPI.2006.06.028MaRDI QIDQ866610zbMATH OpenOpenAlexFDO

Authors Manfred Denker, Susanne Koch

Publication date 14 February 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.028

zbMATH Keywords

Bernoulli random variablesfluctuation theoryupper and lower class resultsweak convergence

Mathematics Subject Classification ID

Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• A Combinatorial Lemma and Its Application to Probability Theory
• scientific article; zbMATH DE number 52210 (Why is no real title available?)
• scientific article; zbMATH DE number 3238248 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3092909 (Why is no real title available?)
• On the fluctuations of sums of random variables
• The Influence of the Maximum Term in the Addition of Independent Random Variables

Cited in

(3)

• The maximum of a random walk whose mean path has a maximum
• On sufficient conditions for the technical stability of controlled processes with lumped parameters
• A note on maxima in random walks

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