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Some joint distributions for conditional random walks
Author(s) -
Csáki E.,
Mohanty S. G.
Publication year - 1986
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315033
Subject(s) - meander (mathematics) , excursion , bernoulli's principle , maxima and minima , mathematics , joint probability distribution , statistical physics , random walk , limiting , brownian motion , maxima , conditional probability distribution , marginal distribution , asymmetry , stochastic process , joint (building) , mathematical analysis , physics , statistics , random variable , geometry , quantum mechanics , engineering , mechanical engineering , political science , law , thermodynamics , art history , architectural engineering , art , performance art
Joint distributions concerning maxima, minima, and their indices are determined for certain conditional random walks called Bernoulli excursion and Bernoulli meander. The distribution of the local time of these processes is treated by generating function technique. Limiting distributions are also given, providing some partial results for Brownian excursion and meander.