On the Number of Times where a simple Random Walk reaches its Maximum

Walter Katzenbeisser, Wolfgang Panny

Publication: Working/Discussion PaperWU Working Paper

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Abstract

Let Q, denote the number of times where a simple random walk reaches its maximum, where the random walk starts at the origin and returns to the origin after 2n steps. Such random walks play an important r6le in probability and statistics. In this paper the distribution and the moments of Q, are considered and their asymptotic behavior is studied. (author's abstract)

Publication series

SeriesForschungsberichte / Institut für Statistik
Number2

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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