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
References: Add references at CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00207-6
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:34:y:1997:i:4:p:397-402
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().