On the number of times where a simple random walk reaches its maximum

DOI10.2307/3214568zbMath0756.60061OpenAlexW1967862824MaRDI QIDQ4018324

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Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://epub.wu.ac.at/834/1/document.pdf

zbMATH Keywords

asymptotic behaviourrandom walkKolmogorov-Smirnov two-sample test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Approximation by other special function classes (41A30)

Related Items (3)

The maximal height of simple random walks revisited ⋮ Return statistics of simple random walks ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks

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