MOMENTS OF AN AMPLITUDE PROCESS IN A RANDOM-WALK AND APPROXIMATIONS -COMPUTATIONS AND APPLICATIONS

Authors
VALLOIS P TAPIERO CS
Citation
P. Vallois et Cs. Tapiero, MOMENTS OF AN AMPLITUDE PROCESS IN A RANDOM-WALK AND APPROXIMATIONS -COMPUTATIONS AND APPLICATIONS, RAIRO. Recherche operationnelle, 29(1), 1995, pp. 1-17
Citations number
6
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
RAIRO. Recherche operationnelle → ACNP
ISSN journal
03990559
Volume
29
Issue
1
Year of publication
1995
Pages
1 - 17
Database
ISI
SICI code
0399-0559(1995)29:1<1:MOAAPI>2.0.ZU;2-5
Abstract
This paper evaluates the first two moments of the inverse of the range process in a symmetric Bernoulli random walk. Applications providing a strong motivation for this problem are considered.