@techreport{da1bab12bab748c9b3452fa7d8ca3361,
title = "Multivariate Lagrange Inversion and the Maximum of a Persistent Random Walk",
abstract = "In this paper we consider an analogue of the classical simple random walk on the set of integers which has correlated increments. In particular we are interested in the distribution of the absorption times and the maximum of such processes.",
author = "Walter B{\"o}hm",
year = "1999",
doi = "10.57938/da1bab12-bab7-48c9-b345-2fa7d8ca3361",
language = "English",
series = "Forschungsberichte / Institut f{\"u}r Statistik",
number = "66",
publisher = "Department of Statistics and Mathematics, WU Vienna University of Economics and Business",
edition = "April 1999",
type = "WorkingPaper",
institution = "Department of Statistics and Mathematics, WU Vienna University of Economics and Business",
}