Local Times of Bernoulli Walk

J.C. de Vos and W. Vervaat

Statistica Neerlandica, 1988, vol. 42, issue 1, 1-16

Abstract: The joint probability generating functions of local times of Bernoulli walk at various stopping times are determined by simple functional equations. The results can be interpreted by means of branching processes with immigration satisfying the same equations. One way of working with these results is to specialize and evaluate the derived equations, but a more elegant and efficient way is to compare these equations with corresponding functional equations for branching processes.

Date: 1988
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