Asymptotic results on the maximal deviation of simple random walks
type: Item
instance of: scholarly article
title: Asymptotic results on the maximal deviation of simple random walks
zbMATH Open document ID: 0551.60070
DOI: 10.1016/0304-4149(84)90299-0
author: Wolfgang Panny
author: Walter Katzenbeisser
published in: Stochastic Processes and their Applications
publication date: 1984-01-01T00:00:00Z
review text: Let \((X_ n)\) be a simple random walk on the set of integers. The authors study the conditional distributions of \({}^+D_ n=\max \{X_ k:0\leq k\leq n\}\) and \(D_ n=\max \{| X_ k|:0\leq k\leq n\}\) on the hypotheses \(X_ n=X_ 0=0\). They obtain explicit formulas as well as asymptotic results for the distribution functions and the moments.
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 05A15
Mathematics Subject Classification ID: 60C05
Mathematics Subject Classification ID: 41A60
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 3878109
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: Kolmogorov-Smirnov statistics
reviewed by: Helmut Wegmann
MaRDI profile type: Publication
full work available at URL: 0304-4149(84)90299-0
OpenAlex ID: W2069173816
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description: scientific article; zbMATH DE number 3878109