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On the number of times where a simple random walk reaches its maximum
Published online by Cambridge University Press: 14 July 2016
Abstract
Let Qn denote the number of times where a simple random walk reaches its maximum, where the random walk starts at the origin and returns to the origin after 2n steps. Such random walks play an important role in probability and statistics. In this paper the distribution and the moments of Qn, are considered and their asymptotic behavior is studied.
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- Copyright © Applied Probability Trust 1992
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