The length of an excursion above a linear boundary by a random walk

DOI10.1016/S0167-7152(96)00207-6zbMath0884.60069OpenAlexW2058007620MaRDI QIDQ1365176

Travis Lee, Max Minzner, Evan Fisher

Publication date: 28 August 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00207-6

zbMATH Keywords

random walkexcursionladder epoch

Mathematics Subject Classification ID

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

Uses Software

• Mathematica

Cites Work

• The distribution of the finitely many times in the strong law of large numbers
• On random walks and levels of the form \(n^ \alpha\)
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