Random Walk and Brownian Motion

2013 ◽  
pp. 293-304
Author(s):  
Philipp O. J. Scherer
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
And Brownian Motion

The ruin problem and cover times of asymmetric random walks and Brownian motions

2000 ◽  
Vol 32 (01) ◽  
pp. 177-192 ◽  
Author(s):  
K. S. Chong ◽  
Richard Cowan ◽  
Lars Holst
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Cover Time ◽  
Brownian Motions ◽  
Brownian Motion With Drift ◽  
And Brownian Motion ◽  
Cover Times ◽  
Ruin Problem

A simple asymmetric random walk on the integers is stopped when its range is of a given length. When and where is it stopped? Analogous questions can be stated for a Brownian motion. Such problems are studied using results for the classical ruin problem, yielding results for the cover time and the range, both for asymmetric random walks and Brownian motion with drift.

Random Walk and Brownian Motion

2010 ◽  
pp. 193-205
Author(s):  
Philipp O.J. Scherer
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
And Brownian Motion

scholarly journals Favourite Sites, Favourite Values and Jump Sizes for Random Walk and Brownian Motion

Bernoulli ◽  
2000 ◽  
Vol 6 (6) ◽  
pp. 951
Author(s):  
Endre Csáki ◽  
Pál Révész ◽  
Zhan Shi ◽  
Endre Csaki ◽  
Pal Revesz
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
And Brownian Motion ◽  
Jump Sizes

scholarly journals Frank Spitzer's Work on Random Walk and Brownian Motion

1993 ◽  
Vol 21 (2) ◽  
pp. 593-607 ◽  
Author(s):  
Harry Kesten
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
And Brownian Motion

scholarly journals The escape rate of favorite sites of simple random walk and Brownian motion

2004 ◽  
Vol 32 (1A) ◽  
pp. 129-152 ◽  
Author(s):  
Zhan Shi ◽  
Mikhail A. Lifshits
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Simple Random Walk ◽  
Escape Rate ◽  
And Brownian Motion
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