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Average extrema of a random walk with a negative binomial stopping time

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Publication:2867737
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DOI10.12732/IJPAM.V88I3.7zbMATH Open1296.60116OpenAlexW2088204410MaRDI QIDQ2867737

David K. Neal

Publication date: 20 December 2013

Published in: International Journal of Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.ijpam.eu/contents/2013-88-3/7/index.html



zbMATH Keywords

simple random walkreflection principleaverage maximum heightaverage minimum heightnegative binomial random variable


Mathematics Subject Classification ID

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








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