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On a Distribution of Some Functionals of a Simple Random Walk

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Publication:3429722
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DOI10.1137/S0040585X97982104zbMATH Open1110.60047OpenAlexW2014213131MaRDI QIDQ3429722

A. S. Mishchenko

Publication date: 2 April 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982104



zbMATH Keywords

excursionsdistributionBrownian motionlocal timeoccupation timemaximum


Mathematics Subject Classification ID

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



Related Items (2)

On an analogue of Lévy's characterization theorem for a random walk ⋮ Delta-functions on recurrent random walks






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