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Some joint distributions in Bernoulli excursions

Part of:Limit theoremsMarkov processesCombinatorial probability

Published online by Cambridge University Press:  14 July 2016

Endre Csáki
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Abstract

Some exact and asymptotic joint distributions are given for certain random variables defined on the excursions of a simple symmetric random walk. We derive appropriate recursion formulas and apply them to get certain expressions for the joint generating or characteristic functions of the random variables.

Keywords

RANDOM WALKEXCURSIONADDITIVE FUNCTIONAL

MSC classification

Secondary:60F05: Central limit and other weak theorems60J55: Local time and additive functionals60C05: Combinatorial probability

Information

Type
Part 4 Random Walks
Information
Journal of Applied Probability , Volume 31 , Issue A , 1994, pp. 239 - 250
Copyright
Copyright © Applied Probability Trust 1994 

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