On The Number of Times where a Simple Random Walk reaches a Nonnegative Height

Katzenbeisser, Walter and Panny, Wolfgang (1998) On The Number of Times where a Simple Random Walk reaches a Nonnegative Height. Forschungsberichte / Institut für Statistik, 59. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

The purpose of this note is to generalize the distribution of the local time of a purely binomial random walk for simple random walks allowing for three directions with different probabilities. (author's abstract)

Item Type: Paper
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 12 Jul 2006 05:15
Last Modified: 09 Jun 2019 03:38
URI: https://bach-s59.wu.ac.at/id/eprint/600

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