Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series

DOI10.1007/s13571-020-00230-1zbMath1493.60077OpenAlexW3095998044MaRDI QIDQ2061762

J. Roderick McCrorie

Publication date: 21 December 2021

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-020-00230-1

zbMATH Keywords

momentselliptic integralDickey-Fuller distributionfour-step uniform random walk in the planeuniversal parabolic constantvery well-poised generalized hypergeometric series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Generalized hypergeometric series, ({}_pF_q) (33C20)

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