THE HIGHER MOMENTS OF THE NUMBER OF RETURNS OF A SIMPLE RANDOM-WALK

Authors
KIRSCHENHOFER P PRODINGER H
Citation
P. Kirschenhofer et H. Prodinger, THE HIGHER MOMENTS OF THE NUMBER OF RETURNS OF A SIMPLE RANDOM-WALK, Advances in Applied Probability, 26(2), 1994, pp. 561-563
Citations number
5
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Advances in Applied Probability → ACNP
ISSN journal
00018678
Volume
26
Issue
2
Year of publication
1994
Pages
561 - 563
Database
ISI
SICI code
0001-8678(1994)26:2<561:THMOTN>2.0.ZU;2-E
Abstract
We consider a simple random walk starting at 0 and leading to 0 after 2n steps. By a generating functions approach we achieve closed formula e for the moments of the random variables 'number of visits to the ori gin'.