Asymptotic results on the maximal deviation of simple random walks

Walter Katzenbeisser and Wolfgang Panny

Stochastic Processes and their Applications, 1984, vol. 18, issue 2, 263-275

Abstract: This paper deals with the maximal one and two sided deviation of simple random walks. The remarkable asymptotic results of Kemperman, concerning the related conditional distribution functions are generalized. Moreover, exact enumeration formulae for the moments are given and their asymptotic equivalents are derived.

Keywords: random; walks; asymptotic; expansions; Kolmogorov-Smirnov; statistics (search for similar items in EconPapers)
Date: 1984
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