1. Limit distributions for the Bernoulli meander
- Author
-
Lajos Takács
- Subjects
Statistics and Probability ,General Mathematics ,media_common.quotation_subject ,010102 general mathematics ,Mathematical analysis ,Brownian meander ,Geometry ,Random walk ,Infinity ,01 natural sciences ,010104 statistics & probability ,Bernoulli's principle ,Meander (mathematics) ,Local time ,Limit (mathematics) ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematics ,media_common - Abstract
This paper is concerned with the distibutions 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 determined in the case where the number of steps in the random walk tends to infinity. The results of this paper yield explicit formulas for the distributions and the moments of the area and the local time for the Brownian meander.
- Published
- 1995