Random walk processes and their applications in order statistics

DOI10.1214/aoap/1177005710zbMath0754.62033OpenAlexW2018604123MaRDI QIDQ1198581

Lajos Takács

Publication date: 16 January 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005710

zbMATH Keywords

momentsorder statisticslimit distributionsgenerating function approachrandom sampling without replacementBernoulli excursiondeviation between empirical distributionstied down Brownian motion processtied-down random walk

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Related Items (4)

On the distribution of Brownian areas ⋮ On some results for Bernoulli excursions ⋮ Maximal displacement of a branching random walk in time-inhomogeneous environment ⋮ Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments

Uses Software

• Mathematica

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