Return statistics of simple random walks

DOI10.1016/0378-3758(95)00157-3zbMath0860.60054OpenAlexW1991240125MaRDI QIDQ1923406

Peter Kirschenhofer, Prodinger, Helmut

Publication date: 7 October 1996

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00157-3

zbMATH Keywords

momentsgenerating functionsrandom walkssingularity analysis

Mathematics Subject Classification ID

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

Related Items (3)

Unnamed Item ⋮ Unnamed Item ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks

Cites Work

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• On the number of deepest nodes in ordered trees
• Singularity Analysis of Generating Functions
• A note on the higher moments of the random variable T associated with the number of returns of a simple random walk
• The moments of the random variable for the number of returns of a simple random walk
• On the number of times where a simple random walk reaches its maximum
• The higher moments of the number of returns of a simple random walk

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