The Maximal Height of Simple Random Walks Revisited
In a recent paper Katzenbeisser and Panny (1996) derived distributional results for a number of so called simple random walk statistics defined on a simple random walk in the sense of Cox and Miller (1968) starting at zero and leading to state 1 after n steps, where 1 is arbitrary, but fix. In the p...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, WU Vienna University of Economics and Business
1998
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| Online Access: | http://epub.wu.ac.at/1126/1/document.pdf |