Some further Results on the Height of Lattice Path

Walter Katzenbeisser; Wolfgang Panny

doi:10.57938/4db01861-3f49-4ada-b5ac-7b34131554ea

Some further Results on the Height of Lattice Path

Walter Katzenbeisser, Wolfgang Panny

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU Working Paper

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Abstract

This paper deals with the joint and conditional distributions concerning the maximum of random walk paths and the number of times this maximum is achieved. This joint distribution was studied first by Dwass [1967]. Based on his result, the correlation and some conditional moments are derived. The main contributions are however asymptotic expansions concerning the conditional distribution and conditional moments. (author's abstract)

Original language	English
Place of Publication	Vienna
Publisher	Department of Statistics and Mathematics, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/4db01861-3f49-4ada-b5ac-7b34131554ea
Publication status	Published - 1990

Publication series

Series	Forschungsberichte / Institut für Statistik
Number	3

WU Working Paper Series

Forschungsberichte / Institut für Statistik

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10.57938/4db01861-3f49-4ada-b5ac-7b34131554eaLicence: Unspecified

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Cite this

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