Journal article
Excursion and meander in random walk
Abstract
Bernoulli bridge, excursion and meander are defined on the symmetric random walk similarly to Brownian bridge, excursion and meander (cf. Chung 1976). Distributions of certain characteristics defined on these Bernoulli processes, which are of a combinatorial nature, and their limits are obtained. Using weak convergence, these derivations give a verification of some of the earlier results on Brownian excursion and Brownian meander, as well as …
Authors
Csáki E; Mohanty SG
Journal
Canadian Journal of Statistics, Vol. 9, No. 1, pp. 57–70
Publisher
Wiley
Publication Date
1981
DOI
10.2307/3315296
ISSN
0319-5724