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Excursion and meander in random walk
Author(s) -
Csáki E.,
Mohanty S. G.
Publication year - 1981
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 - 10.2307/3315296
Subject(s) - meander (mathematics) , excursion , brownian excursion , brownian bridge , brownian motion , random walk , bernoulli's principle , mathematics , statistical physics , physics , geometry , geometric brownian motion , statistics , computer science , diffusion process , law , knowledge management , innovation diffusion , political science , thermodynamics
Bernoulli bridge, excursion and meander are defined on the symmetric random walk similarly to Brownian bridge, excursion and meander (cf. Chung 1976). Distributions of certain characteristics defined on these Bernoulli processes, which are of a combinatorial nature, and their limits are obtained. Using weak convergence, these derivations give a verification of some of the earlier results on Brownian excursion and Brownian meander, as well as some new results.