Fluctuation Theory

Konrad Jacobs
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Konrad Jacobs: Universität Erlangen-Nürnberg, Mathematisches Institut

Chapter VIII in Discrete Stochastics, 1992, pp 185-218 from Springer

Abstract: Abstract Fluctuation theory deals with the sequence of partial sums of a sequence of real-valued RVs and transforms it into new RVs such as the position of the maximum of the first n partial sums the number of strictly positive ones among the first n partial sums.

Keywords: Random Walk; Natural Number; Equivalence Principle; Discrete Probability Distribution; Reflection Principle (search for similar items in EconPapers)
Date: 1992
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DOI: 10.1007/978-3-0348-8645-1_8

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