Some joint distributions for conditional random walks

DOI10.2307/3315033zbMath0594.60075OpenAlexW2028481800MaRDI QIDQ3725283

Endre Csáki, Sri Gopal Mohanty

Publication date: 1986

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315033

zbMATH Keywords

Brownian excursionlocal timeBrownian meanderBernoulli excursionBernoulli meander

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (4)

Some applications of the classical formula on ruin probabilities ⋮ On some results for Bernoulli excursions ⋮ On the set visited once by a random walk ⋮ Convergence to the local time of Brownian meander

Cites Work

• Unnamed Item
• Unnamed Item
• Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
• Kac's formula, levy's local time and brownian excursion
• On the Excursion Process of Brownian Motion
• On the Explicit Form of the Density of Brownian Excursion Local Time
• Excursions of Brownian motion and bessel processes

This page was built for publication: Some joint distributions for conditional random walks