Resource title

Multivariate Lagrange Inversion and the Maximum of a Persistent Random Walk

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Resource description

In this paper we consider an analogue of the classical simple random walk on the set of integers which has correlated increments. In particular we are interested in the distribution of the absorption times and the maximum of such processes. (author's abstract) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Walter Böhm

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Resource language

en

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application/pdf

Resource resource URL

http://epub.wu.ac.at/120/1/document.pdf

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