Honest Bernoulli excursions

Honest Bernoulli excursions

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Article ID: iaor1988834
Country: Israel
Volume: 25
Issue: 3
Start Page Number: 464
End Page Number: 477
Publication Date: Sep 1988
Journal: Journal of Applied Probability
Authors: ,
Abstract:

For simple random walk on the integers, consider the chance that the walk has traveled distance k from its start given that its first return is at time 2n. The authors derive a limiting approximation accurate to order 1/n. They give a combinatorial explanation for a functional equation satisfied by the limit and show this yields the functional equation of Riemann’s zeta function.

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