Some joint distributions for conditional random walks Journal Articles

abstract

• 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.

authors

• Csáki, E
• Mohanty, Sri Gopal

status

• published 

publication date

• March 1986

has subject area

• 0104 Statistics (FoR)
• 1403 Econometrics (FoR)
• Statistics & Probability (Science Metrix)

published in

• Canadian Journal of Statistics, The  Journal

keywords

• Mathematics
• Physical Sciences
• Science & Technology
• Statistics & Probability

Digital Object Identifier (DOI)

• 10.2307/3315033

start page

• 19

end page

• 28

volume

• 14

issue

• 1