Lengths and heights of random walk excursions
2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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Keyword(s):
International audience Consider a simple symmetric random walk on the line. The parts of the random walk between consecutive returns to the origin are called excursions. The heights and lengths of these excursions can be arranged in decreasing order. In this paper we give the exact and limiting distributions of these ranked quantities. These results are analogues of the corresponding results of Pitman and Yor [1997, 1998, 2001] for Brownian motion.
2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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Keyword(s):
2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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Keyword(s):
1987 ◽
Vol 74
(2)
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pp. 271-287
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Keyword(s):
2008 ◽
Vol 13
(0)
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pp. 1203-1228
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2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
◽
Keyword(s):
2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
◽
2013 ◽
Vol 67
(1)
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pp. 75-91
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