Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk
Sbornik. Mathematics, Tome 18 (1972) no. 3, pp. 529-540
Voir la notice de l'article provenant de la source Math-Net.Ru
Exact formulas are derived for the number of trajectories of a Bernoulli random walk which have a fixed number of successes and predetermined maximum and minimum values. The asymptotic distribution is found for the indeterminate part of the amplitude for large deviations. The exact distribution of the trajectory amplitude of a Wiener process is also found and investigated.
Bibliography: 4 titles.
@article{SM_1972_18_3_a7,
author = {V. K. Zakharov and O. V. Sarmanov},
title = {Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk},
journal = {Sbornik. Mathematics},
pages = {529--540},
publisher = {mathdoc},
volume = {18},
number = {3},
year = {1972},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1972_18_3_a7/}
}
TY - JOUR AU - V. K. Zakharov AU - O. V. Sarmanov TI - Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk JO - Sbornik. Mathematics PY - 1972 SP - 529 EP - 540 VL - 18 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SM_1972_18_3_a7/ LA - en ID - SM_1972_18_3_a7 ER -
%0 Journal Article %A V. K. Zakharov %A O. V. Sarmanov %T Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk %J Sbornik. Mathematics %D 1972 %P 529-540 %V 18 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/SM_1972_18_3_a7/ %G en %F SM_1972_18_3_a7
V. K. Zakharov; O. V. Sarmanov. Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk. Sbornik. Mathematics, Tome 18 (1972) no. 3, pp. 529-540. http://geodesic.mathdoc.fr/item/SM_1972_18_3_a7/