A process of runs and its convergence to the Brownian motion

DOI10.1016/0304-4149(80)90003-4zbMath0428.60014OpenAlexW2080951437MaRDI QIDQ1137302

Boris G. Pittel

Publication date: 1980

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(80)90003-4

zbMATH Keywords

Brownian motionpartial sumsindependent identically distributed random variablesasymptotics of characteristic functionsmultidimensional generating functions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Exact enumeration problems, generating functions (05A15) Brownian motion (60J65) Combinatorial probability (60C05)

Related Items (2)

Strong approximations of renewal processes and their applications ⋮ Three problems on the lengths of increasing runs

Cites Work

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• Some Aspects of the Random Sequence
• Asymptotic Distribution of Runs Up and Down

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