Precise asymptotics for a random walker’s maximum
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Publication:4968861
DOI10.1088/1742-5468/2005/06/P06013zbMath1459.82103arXivcond-mat/0506195OpenAlexW3100144060MaRDI QIDQ4968861
Satya N. Majumdar, Alain Comtet
Publication date: 9 July 2019
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0506195
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Cites Work
- The Wiener-Hopf equation whose kernel is a probability density
- Packings in two dimensions: Asymptotic average-case analysis of algorithms
- On the area under a continuous time Brownian motion till its first-passage time
- A Combinatorial Lemma and Its Application to Probability Theory
- On a random area variable arising in discrete-time queues and compact directed percolation
- The Maximum of a Random Walk and Its Application to Rectangle Packing
- A Guide to First-Passage Processes
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