SOME FURTHER RESULTS ON THE HEIGHT OF LATTICE PATHS

被引：1

作者：

KATZENBEISSER, W

PANNY, W

机构：

[1] UNIV ECON,DEPT STAT,A-1090 VIENNA,AUSTRIA

[2] UNIV ECON,DEPT APPL COMP SCI,A-1090 VIENNA,AUSTRIA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1993年 / 34卷 / 02期

关键词：

LATTICE PATHS; SIMPLE RANDOM WALKS; RANK ORDER STATISTICS; ASYMPTOTIC EXPANSIONS;

D O I：

10.1016/0378-3758(93)90002-N

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：171 / 181

页数：11

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