Limit distributions for the Bernoulli meander

Limit distributions for the Bernoulli meander

This paper is concerned with the distibutions and the moments of the area and the local time of a random walk, called the Bernoulli meander. The limit behavior of the distributions and the moments is determined in the case where the number of steps in the random walk tends to infinity. The results o...

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Veröffentlicht in:Journal of applied probability 1995-06, Vol.32 (2), p.375-395
1. Verfasser: TAKACS, L
Format: Artikel
Sprache:eng
Schlagworte:
Airy function
Applications
Brownian motion
Central limit theorem
Distribution functions
Exact sciences and technology
Generating function
Markov analysis
Markov processes
Mathematical moments
Mathematical theorems
Mathematics
Probability
Probability and statistics
Probability theory and stochastic processes
Random variables
Random walk
Random walk theory
Research Papers
Sciences and techniques of general use
Stochastic models
Studies
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Beschreibung
Zusammenfassung:This paper is concerned with the distibutions and the moments of the area and the local time of a random walk, called the Bernoulli meander. The limit behavior of the distributions and the moments is determined in the case where the number of steps in the random walk tends to infinity. The results of this paper yield explicit formulas for the distributions and the moments of the area and the local time for the Brownian meander.
ISSN:0021-9002
1475-6072
DOI:10.2307/3215294