Multivariate Lagrange inversion and the maximum of a persistent random walk

DOI10.1016/S0378-3758(01)00149-5zbMath0994.60052MaRDI QIDQ1347963

V. Pereyra

Publication date: 15 May 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

correlated random walkmaximum of a random walkmultivariate Lagrange inversion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

Limit Theorems and Absorption Problems for One-Dimensional Correlated Random Walks

Cites Work

• Some explicit results for correlated random walks
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multivariate Lagrange inversion and the maximum of a persistent random walk