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Mathematics of the USSR-Sbornik, 1972, Volume 18, Issue 3, Pages 529–540
DOI: https://doi.org/10.1070/SM1972v018n03ABEH001843
(Mi sm3245)
 

This article is cited in 2 scientific papers (total in 2 papers)

Combinatorial methods for investigating the distribution of the trajectory amplitude of a random walk

V. K. Zakharov, O. V. Sarmanov
References:
Abstract: Exact formulas are derived for the number of trajectories of a Bernoulli random walk which have a fixed number of successes and predetermined maximum and minimum values. The asymptotic distribution is found for the indeterminate part of the amplitude for large deviations. The exact distribution of the trajectory amplitude of a Wiener process is also found and investigated.
Bibliography: 4 titles.
Received: 06.04.1972
Bibliographic databases:
UDC: 518+519.2
MSC: Primary 60C05, 60J15; Secondary 60F10, 60J65
Language: English
Original paper language: Russian
Citation: V. K. Zakharov, O. V. Sarmanov, “Combinatorial methods for investigating the distribution of the trajectory amplitude of a random walk”, Math. USSR-Sb., 18:3 (1972), 529–540
Citation in format AMSBIB
\Bibitem{ZakSar72}
\by V.~K.~Zakharov, O.~V.~Sarmanov
\paper Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk
\jour Math. USSR-Sb.
\yr 1972
\vol 18
\issue 3
\pages 529--540
\mathnet{http://mi.mathnet.ru/eng/sm3245}
\crossref{https://doi.org/10.1070/SM1972v018n03ABEH001843}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=334333}
\zmath{https://zbmath.org/?q=an:0271.60076}
Linking options:
  • https://www.mathnet.ru/eng/sm3245
  • https://doi.org/10.1070/SM1972v018n03ABEH001843
  • https://www.mathnet.ru/eng/sm/v131/i3/p520
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    This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
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    Abstract page:626
    Russian version PDF:238
    English version PDF:43
    References:109
     
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