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  1. Journal of Theoretical Probability
  2. Journal of Theoretical Probability : Volume 14
  3. Journal of Theoretical Probability : Volume 14, Issue 3, July 2001
  4. Long Excursions of a Random Walk
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Journal of Theoretical Probability : Volume 30
Journal of Theoretical Probability : Volume 29
Journal of Theoretical Probability : Volume 28
Journal of Theoretical Probability : Volume 27
Journal of Theoretical Probability : Volume 26
Journal of Theoretical Probability : Volume 25
Journal of Theoretical Probability : Volume 24
Journal of Theoretical Probability : Volume 23
Journal of Theoretical Probability : Volume 22
Journal of Theoretical Probability : Volume 21
Journal of Theoretical Probability : Volume 20
Journal of Theoretical Probability : Volume 19
Journal of Theoretical Probability : Volume 18
Journal of Theoretical Probability : Volume 17
Journal of Theoretical Probability : Volume 16
Journal of Theoretical Probability : Volume 15
Journal of Theoretical Probability : Volume 14
Journal of Theoretical Probability : Volume 14, Issue 4, October 2001
Journal of Theoretical Probability : Volume 14, Issue 3, July 2001
Strong Martingales: Their Decompositions and Quadratic Variation
Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
On Limit Results for a Class of Singularly Perturbed Switching Diffusions
More Randomness of Environment Does Not Always Slow Down a Random Walk
A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing
Occupation Time Fluctuations in Branching Systems
The Limiting Behaviour of Randomly Indexed Sequences
On Bounds for the Concentration Function II
Long Excursions of a Random Walk
Bounding the Maximal Height of a Diffusion by the Time Elapsed
The Central Limit Theorem on SO$_{0}$(p, q)/SO(p)×SO(q)
The Most Visited Sites of Certain Lévy Processes
On the Absolute Continuity of Gaussian Measures on Locally Compact Groups
Chutes and Ladders in Markov Chains
Journal of Theoretical Probability : Volume 14, Issue 2, April 2001
Journal of Theoretical Probability : Volume 14, Issue 1, January 2001
Journal of Theoretical Probability : Volume 13
Journal of Theoretical Probability : Volume 12
Journal of Theoretical Probability : Volume 11
Journal of Theoretical Probability : Volume 10

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Long Excursions of a Random Walk

Content Provider Springer Nature Link
Author Csáki, Endre Révész, Pál Shi, Zhan
Copyright Year 2001
Abstract In Csáki et al. $^{(1)}$ and Révész and Willekens$^{(9)}$ it was proved that the length of the longest excursion among the first n excursions of a plane random walk is nearly equal to the total sum of the lenghts of these excursions. In this paper several results are proved in the same spirit, for plane random walks and for random walks in higher dimensions.
Starting Page 821
Ending Page 844
Page Count 24
File Format PDF
ISSN 08949840
Journal Journal of Theoretical Probability
Volume Number 14
Issue Number 3
e-ISSN 15729230
Language English
Publisher Kluwer Academic Publishers-Plenum Publishers
Publisher Date 2001-01-01
Publisher Place New York
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Probability Theory and Stochastic Processes Statistics
Content Type Text
Resource Type Article
Subject Statistics and Probability Statistics, Probability and Uncertainty
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