Notes on a certain local time and excursions of simple symmetric random walks

DOI10.3792/pjaa.99.010OpenAlexW4383812971MaRDI QIDQ6165003

Takahiko Fujita, Naohiro Yoshida

Publication date: 28 July 2023

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.99.010

zbMATH Keywords

local timeexcursionarc-sine lawLévy's theoremsimple symmetric random walkmarked excursion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Related Items (1)

An introduction to excursion risk through discrete-time excursions

Cites Work

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• Brownian motion martingales and stochastic calculus
• On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option
• On strong invariance for local time of partial sums
• A Guided Tour through Excursions
• On the length of the longest excursion
• Excursion and meander in random walk
• Distribution of the number of visits of a random walk
• A random walk analogue of Lévy’s Theorem

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