Some joint distributions for conditional random walks

DOI10.2307/3315033MaRDI QIDQ3725283zbMATH OpenOpenAlexFDO

Authors Endre Csáki, S. G. Mohanty

Publication date 1986

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315033

zbMATH Keywords

Bernoulli excursionBernoulli meanderBrownian excursionBrownian meanderlocal time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

• On a Distribution of Some Functionals of a Simple Random Walk
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Cites work

• Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
• Excursions of Brownian motion and bessel processes
• scientific article; zbMATH DE number 4015876 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Kac's formula, levy's local time and brownian excursion
• On the Excursion Process of Brownian Motion
• On the Explicit Form of the Density of Brownian Excursion Local Time

Cited in

(17)

• Some applications of the classical formula on ruin probabilities
• Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
• On a structure of a conditioned random walk on the integers with bounded local times
• On the set visited once by a random walk
• On some results for Bernoulli excursions
• On representations and simulation of conditioned random walks on integer lattices
• Random walks are determined by their trace on the positive half-line
• Convergence to the local time of Brownian meander
• Distribution of the k-Multiple Point Range in the Closed Simple Random Walk I
• On a Distribution of Some Functionals of a Simple Random Walk
• Joint Distributions for Movements of Elements in Sattolo's and the Fisher-Yates Algorithm
• Un cas élémentaire d'oscillations
• Honest bernoulli excursions
• Some joint distributions in Bernoulli excursions
• Limit distributions for the Bernoulli meander
• Joint statistics of random walk on \({Z^1}\) and accumulation of visits
• Symmetric Random Walk

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