Modes of a Gaussian random walk

DOI10.1023/A:1022846114843zbMath1016.60090OpenAlexW83054219MaRDI QIDQ1870241

Philip K. Rawlings

Publication date: 11 May 2003

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022846114843

zbMATH Keywords

random walksBrownian motionlattice statistical mechanics

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (2)

Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula ⋮ On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands

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