Range reliability in random walks

DOI10.1007/BF01194783MaRDI QIDQ1361028zbMATH OpenFDO

Authors Charles S. Tapiero, Pierre Vallois

Publication date 31 August 1998

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

reliabilitystochastic processesamplitude process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• Note on an Application of Runs to Quality Control Charts
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• On the Theory of Runs with some Applications to Quality Control
• On the range of Brownian motion and its inverse process
• On the range of random walk
• On the range of recurrent Markov chains
• Records of the Florentine ``proveditori degli cambiatori: An example of an antipersistent time series in economics
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• The Distribution Theory of Runs
• The range of a simple random walk on ℤ
• The range process in random walks: theoretical results and applications.
• Weak convergence of the adjusted range of cumulative sums of exchangeable random variables

Cited in

(6)

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• Fractional randomness
• The range inter-event process in asymmetric birth-death random walk
• Range-renewal processes: SLLNs and power laws
• Range of Brownian motion with drift
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test

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