Distribution of the number of visits of a random walk

Distribution of the number of visits of a random walk

0.00 Avg rating0 Votes
Article ID: iaor20002955
Country: United States
Volume: 15
Issue: 3
Start Page Number: 593
End Page Number: 597
Publication Date: Jan 1999
Journal: Communications in Statistics - Stochastic Models
Authors: ,
Keywords: random walk
Abstract:

The distribution of the number of visits to a given state within an excursion of a simple random walk is derived. This distribution is shown to be a zero-modified geometric law, which extends a result of Révész.

Reviews

Required fields are marked *. Your email address will not be published.