TY - UNPB
T1 - The Maximal Height of Simple Random Walks Revisited
AU - Katzenbeisser, Walter
AU - Panny, Wolfgang
PY - 1998
Y1 - 1998
N2 - In a recent paper Katzenbeisser and Panny (1996) derived distributional results for a number of so called simple random walk statistics defined on a simple random walk in the sense of Cox and Miller (1968) starting at zero and leading to state 1 after n steps, where 1 is arbitrary, but fix. In the present paper the random walk statistics Dn = the one-sided maximum deviation and Qn = the number of times where the maximum is achieved, are considered and distributional results are presented, when it is irrespective, where the random walk terminates after n steps. Thus, the results can be seen as generalizations of some well known results about (purely) binomial random walk, given e.g. in Revesz (1990).
AB - In a recent paper Katzenbeisser and Panny (1996) derived distributional results for a number of so called simple random walk statistics defined on a simple random walk in the sense of Cox and Miller (1968) starting at zero and leading to state 1 after n steps, where 1 is arbitrary, but fix. In the present paper the random walk statistics Dn = the one-sided maximum deviation and Qn = the number of times where the maximum is achieved, are considered and distributional results are presented, when it is irrespective, where the random walk terminates after n steps. Thus, the results can be seen as generalizations of some well known results about (purely) binomial random walk, given e.g. in Revesz (1990).
U2 - 10.57938/5265c7dc-4944-47ec-90a0-fba2506506fc
DO - 10.57938/5265c7dc-4944-47ec-90a0-fba2506506fc
M3 - WU Working Paper
T3 - Forschungsberichte / Institut für Statistik
BT - The Maximal Height of Simple Random Walks Revisited
PB - Department of Statistics and Mathematics, WU Vienna University of Economics and Business
CY - Vienna
ER -