The length of an excursion above a linear boundary by a random walk
type: Item
instance of: scholarly article
title: The length of an excursion above a linear boundary by a random walk
zbMATH Open document ID: 0884.60069
DOI: 10.1016/S0167-7152(96)00207-6
author: Travis Lee
author: Max Minzner
author: Evan Fisher
published in: Statistics \& Probability Letters
publication date: 1997-08-28T00:00:00Z
review text: As follows from the definition, the length of an excursion considered in the article equals the first ladder epoch for some other random walk minus one. The authors give some relations for the distribution and expectation of the length of an excursion.
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1054089
zbMATH Keywords: random walk
zbMATH Keywords: excursion
zbMATH Keywords: ladder epoch
reviewed by: V. I. Lotov
describes a project that uses: Mathematica
MaRDI profile type: Publication
cites work: Q4606219
cites work: On random walks and levels of the form \(n^ \alpha\)
cites work: Q5624436
cites work: The distribution of the ''finitely many times'' in the strong law of large numbers
cites work: Q4023140
full work available at URL: s0167-7152(96)00207-6
OpenAlex ID: W2058007620
description: scientific article; zbMATH DE number 1054089