Distribution of the number of visits of a random walk

DOI10.1080/15326349908807552zbMath0930.60039OpenAlexW2020579867MaRDI QIDQ4248824

Michael Baron, Andrew. L. Rukhin

Publication date: 15 February 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807552

zbMATH Keywords

random walkexcursiontesting randomnesszero-modified geometric distribution

Mathematics Subject Classification ID

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

Related Items (8)

An introduction to excursion risk through discrete-time excursions ⋮ Notes on a certain local time and excursions of simple symmetric random walks ⋮ Assessing the Statistical Quality of RNGs ⋮ Perpetuities and asymptotic change-point analysis ⋮ Estimation of integrals with respect to infinite measures using regenerative sequences ⋮ On the local times of transient random walks ⋮ Structural, continuity, and asymptotic properties of a branching particle system ⋮ Randomness of Möbius coefficients and Brownian motion: growth of the Mertens function and the Riemann hypothesis

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