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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
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
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
Linking options:
https://www.mathnet.ru/eng/sm3245https://doi.org/10.1070/SM1972v018n03ABEH001843 https://www.mathnet.ru/eng/sm/v131/i3/p520
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| Abstract page: | 626 | | Russian version PDF: | 238 | | English version PDF: | 43 | | References: | 109 |
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