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Some joint distributions for conditional random walks

 

作者: E. Csáki,   S. G. Mohanty,  

 

期刊: Canadian Journal of Statistics  （WILEY Available online 1986）
卷期: Volume 14, issue 1  

页码: 19-28

 

ISSN:0319-5724

 

年代: 1986

 

DOI:10.2307/3315033

 

出版商: Wiley‐Blackwell

 

关键词: Bernoulli excursion;Bernoulli meander;Brownian excursion;Brownian meander;maxima;minima;local time;limiting distributions

 

数据来源: WILEY

 

摘要:

AbstractJoint distributions concerning maxima, minima, and their indices are determined for certain conditional random walks called Bernoulli excursion and Bernoulli meander. The distribution of the local time of these processes is treated by generating function technique. Limiting distributions are also given, providing some partial results for Brownian excursion and meander.

 

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