Range process for a symmetric Bernoulli random walk

Range process for a symmetric Bernoulli random walk

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Article ID: iaor19971046
Country: France
Volume: 30
Issue: 1
Start Page Number: 99
End Page Number: 106
Publication Date: Jan 1996
Journal: RAIRO Operations Research
Authors:
Keywords: random walk
Abstract:

The range process for a symmetric Bernoulli random walk has been studied by Vallois and Tapiero. They obtained the first two moments of the inverse process. This Note obtains the same result by a more direct way. Moreover the third and fourth centered moments are obtained by the same way and a recurrent relation is given for the probability generating function.

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