Area of Brownian Motion with Generatingfunctionology

Area of Brownian Motion with Generatingfunctionology

This paper gives a survey of the limit distributions of the areas of different types of random walks, namely Dyck paths, bilateral Dyck paths, meanders, and Bernoulli random walks, using the technology of generating functions only.

Bibliographic Details
Main Author: Michel Nguyên Thê
Format: Article
Language:English
Published: Discrete Mathematics & Theoretical Computer Science 2003-01-01
Series:Discrete Mathematics & Theoretical Computer Science
Subjects:
dyck path
bernoulli random walk
brownian motion
generating functions
weak convergence of stochastic processes.
[info.info-ds] computer science [cs]/data structures and algorithms [cs.ds]
[info.info-dm] computer science [cs]/discrete mathematics [cs.dm]
[math.math-co] mathematics [math]/combinatorics [math.co]
[info.info-cg] computer science [cs]/computational geometry [cs.cg]
Online Access:https://dmtcs.episciences.org/3321/pdf

Internet

https://dmtcs.episciences.org/3321/pdf

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