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

Katzenbeisser, Walter and Panny, Wolfgang (1990) On the Number of Times where a simple Random Walk reaches its Maximum. Forschungsberichte / Institut für Statistik, 2. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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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)

Item Type: Paper
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 11 Jul 2006 08:31
Last Modified: 15 Aug 2015 18:05
URI: http://epub.wu.ac.at/id/eprint/834

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