The maximum of a random walk whose mean path has a maximum

DOI10.2307/1427054zbMath0552.60067OpenAlexW4247160962MaRDI QIDQ3345537

Tony Hilton Royle Skyrme, Henry E. Daniels

Publication date: 1985

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427054

zbMATH Keywords

extreme valuesBrownian bridgecurved boundarybundles of fibresmaximum of a sample path

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17)

Related Items (13)

Large finite population queueing systems: The single-server model ⋮ Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume ⋮ One-dimensional polymers in random environments: stretching vs. folding ⋮ The permutation-path coloring problem on trees. ⋮ Chernoff's density is log-concave ⋮ Chernoff's distribution and differential equations of parabolic and Airy type ⋮ Sorting using complete subintervals and the maximum number of runs in a randomly evolving sequence ⋮ Some developments in the theory of shape constrained inference ⋮ Stochastic approximation and selection of a conditional extermal function in continuum ⋮ Dynamic analysis of some relational databases parameters ⋮ On the Location of the Maximum of a Continuous Stochastic Process ⋮ Random convex hulls and extreme value statistics ⋮ Trie size in a dynamic list structure

This page was built for publication: The maximum of a random walk whose mean path has a maximum