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

By Walter Katzenbeisser and Wolfgang Panny

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)Series: Forschungsberichte / Institut für Statisti

Publisher: Department of Statistics and Mathematics, WU Vienna University of Economics and Business
Year: 1990
OAI identifier: oai:epub.wu-wien.ac.at:epub-wu-01_a01

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