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Discrete Mathematics & Theoretical Computer Science |
Consider a simple symmetric random walk on the line. The parts of the random walk between consecutive returns to the origin are called excursions. The heights and lengths of these excursions can be arranged in decreasing order. In this paper we give the exact and limiting distributions of these ranked quantities. These results are analogues of the corresponding results of Pitman and Yor [1997, 1998, 2001] for Brownian motion.
Source : ScholeXplorer
IsRelatedTo ARXIV 1706.05621 Source : ScholeXplorer IsRelatedTo DOI 10.1093/imrn/rnaa166 Source : ScholeXplorer IsRelatedTo DOI 10.48550/arxiv.1706.05621
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