Return statistics of simple random walks
type: Item
instance of: scholarly article
title: Return statistics of simple random walks
zbMATH Open document ID: 0860.60054
DOI: 10.1016/0378-3758(95)00157-3
published in: Journal of Statistical Planning and Inference
publication date: 1996-10-07T00:00:00Z
review text: It is illustrated how to compute the moments of the number of returns of a symmetric random walk to the origin and the number of times where the walk reaches its maximum by the so-called method of combinatorial constructions and their associated generating functions.
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 932254
zbMATH Keywords: random walks
zbMATH Keywords: generating functions
zbMATH Keywords: moments
zbMATH Keywords: singularity analysis
author: Peter Kirschenhofer
author: Helmut Prodinger
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00157-3
OpenAlex ID: W1991240125
cites work: Q4403564
cites work: Singularity Analysis of Generating Functions
cites work: Q4385514
cites work: Q3938306
cites work: A note on the higher moments of the random variable T associated with the number of returns of a simple random walk
cites work: On the number of times where a simple random walk reaches its maximum
cites work: The moments of the random variable for the number of returns of a simple random walk
cites work: On the number of deepest nodes in ordered trees
cites work: The higher moments of the number of returns of a simple random walk
description: scientific article; zbMATH DE number 932254