Probability Distribution of the Median Taken on Partial Sums of a Simple Random Walk

DOI10.1080/07362994.2013.741359zbMath1271.60058OpenAlexW1968777321WikidataQ60692357 ScholiaQ60692357MaRDI QIDQ4916399

Christian Pfeifer

Publication date: 22 April 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.741359

zbMATH Keywords

order statisticsrandom walk

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Uses Software

• OEIS

Cites Work

• On the negative value of information in informationally inefficient markets: Calculations for large number of traders
• Order Statistics of Partial Sums
• Unnamed Item

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