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The length of an excursion above a linear boundary by a random walk

Travis Lee, Max Minzner and Evan Fisher

Statistics & Probability Letters, 1997, vol. 34, issue 4, 397-402

Abstract: We consider random walks with steps that are independent and identically distributed with finite mean. The distribution and expected value of the length of an excursion that begins with the first step is investigated.

Keywords: Random; walks; Excursions; Boundary; crossings (search for similar items in EconPapers)
Date: 1997
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