Lengths and heights of random walk excursions
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 rank...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Discrete Mathematics & Theoretical Computer Science
2003-01-01
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| Series: | Discrete Mathematics & Theoretical Computer Science |
| Subjects: | |
| Online Access: | https://dmtcs.episciences.org/3337/pdf |