The maximal height of simple random walks revisited

DOI10.1016/S0378-3758(01)00162-8zbMath0990.60052MaRDI QIDQ1347972

Wolfgang Panny, Walter Katzenbeisser

Publication date: 15 May 2002

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

zbMATH Keywords

generating functionlattice pathsmoment generating functionsymmetric random walksbinomial random walksrandom walk statistics

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Related Items

The height of two types of generalised Motzkin paths

Cites Work

• Asymptotic results on the maximal deviation of simple random walks
• Some further results on the height of lattice paths
• On the number of times where a simple random walk reaches its maximum
• Simple random walk statistics. Part I: Discrete time results
• Simple Random Walk and Rank Order Statistics
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