Long Excursions of a Random Walk

Endre Csáki (), Pál Révész () and Zhan Shi ()
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Endre Csáki: Hungarian Academy of Sciences
Pál Révész: Technische Universität Wien
Zhan Shi: Université Paris VI

Journal of Theoretical Probability, 2001, vol. 14, issue 3, 821-844

Abstract: Abstract In Csáki et al. (1) and Révész and Willekens(9) it was proved that the length of the longest excursion among the first n excursions of a plane random walk is nearly equal to the total sum of the lenghts of these excursions. In this paper several results are proved in the same spirit, for plane random walks and for random walks in higher dimensions.

Keywords: random walk; excursion length (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017553425291

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