The Maximum of a Random Walk and Its Application to Rectangle Packing

DOI10.1017/S0269964800005258zbMath0958.60050MaRDI QIDQ4950720

Edward G. jun. Coffman, Micha Hofri, Philippe Flajolet, Leopold Flatto

Publication date: 9 April 2001

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

random walkexpected maximum excursion

Mathematics Subject Classification ID

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

Related Items

Statistics and optimization of random pan stacking ⋮ Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Survival probability of random walks and Lévy flights on a semi-infinite line ⋮ Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records ⋮ Mean perimeter and mean area of the convex hull over planar random walks ⋮ Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift ⋮ Expected maximum of bridge random walks & Lévy flights ⋮ Random convex hulls and extreme value statistics ⋮ Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap ⋮ Precise asymptotics for a random walker’s maximum ⋮ METHODS FOR SYMMETRIZING RANDOM VARIABLES ⋮ On sequential selection and a first passage problem for the Poisson process ⋮ First gap statistics of long random walks with bounded jumps

Cites Work

• Packings in two dimensions: Asymptotic average-case analysis of algorithms
• Algorithms for Packing Squares: A Probabilistic Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item