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Return statistics of simple random walks - MaRDI portal

Return statistics of simple random walks (Q1923406)

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scientific article; zbMATH DE number 932254
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English
Return statistics of simple random walks
scientific article; zbMATH DE number 932254

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    Return statistics of simple random walks (English)
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    7 October 1996
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    It is illustrated how to compute the moments of the number of returns of a symmetric random walk to the origin and the number of times where the walk reaches its maximum by the so-called method of combinatorial constructions and their associated generating functions.
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    random walks
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    generating functions
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    moments
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    singularity analysis
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