Asymptotic results on the maximal deviation of simple random walks

DOI10.1016/0304-4149(84)90299-0zbMath0551.60070OpenAlexW2069173816MaRDI QIDQ801404

Wolfgang Panny, Walter Katzenbeisser

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90299-0

zbMATH Keywords

asymptotic expansionKolmogorov-Smirnov statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Exact enumeration problems, generating functions (05A15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Combinatorial probability (60C05)

Related Items (3)

The maximal height of simple random walks revisited ⋮ An alternative to the kolmogrov-smirnov two-sample test ⋮ Some further results on the height of lattice paths

Cites Work

• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Asymptotic Expansions for the Smirnov Test and for the Range of Cumulative Sums
• On the Distribution of the Kolmogorov-Smirnov D-Statistic
• Some Aspects of the Random Sequence
• Simple Random Walk and Rank Order Statistics
• Some Distribution-Free Tests for the Difference Between two Empirical Cumulative Distribution Functions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic results on the maximal deviation of simple random walks