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Excursion and meander in random walk
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 some new results.

Authors

Csáki E; Mohanty SG

Journal

Canadian Journal of Statistics, Vol. 9, No. 1, pp. 57–70

Publisher

Wiley

Publication Date

January 1, 1981

DOI

10.2307/3315296

ISSN

0319-5724
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