Resource title

Some further Results on the Height of Lattice Path

Resource image

image for OpenScout resource :: Some further Results on the Height of Lattice Path

Resource description

This paper deals with the joint and conditional distributions concerning the maximum of random walk paths and the number of times this maximum is achieved. This joint distribution was studied first by Dwass [1967]. Based on his result, the correlation and some conditional moments are derived. The main contributions are however asymptotic expansions concerning the conditional distribution and conditional moments. (author's abstract) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Walter Katzenbeisser, Wolfgang Panny

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/878/1/document.pdf

Resource license

Adapt according to the license agreement. Always reference the original source and author.