LIMIT DISTRIBUTIONS FOR THE BERNOULLI MEANDER

Authors
TAKACS L
Citation
L. Takacs, LIMIT DISTRIBUTIONS FOR THE BERNOULLI MEANDER, Journal of Applied Probability, 32(2), 1995, pp. 375-395
Citations number
22
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
32
Issue
2
Year of publication
1995
Pages
375 - 395
Database
ISI
SICI code
0021-9002(1995)32:2<375:LDFTBM>2.0.ZU;2-V
Abstract
This paper is concerned with the distributions and the moments of the area and the local time of a random walk, called the Bernoulli meander . The limit behavior of the distributions and the moments is determine d in the case where the number of steps in the random walk tends to in finity. The results of this paper yield explicit formulas for the dist ributions and the moments of the area and the local time for the Brown ian meander.