Hostname: page-component-cd9895bd7-hc48f Total loading time: 0 Render date: 2024-12-26T21:38:34.360Z Has data issue: false hasContentIssue false
  • English
  • Français

A note on the higher moments of the random variable T associated with the number of returns of a simple random walk

Published online by Cambridge University Press:  01 July 2016

Walter Katzenbeisser  and
Wolfgang Panny
Walter Katzenbeisser*
Affiliation:
Wirtschaftsuniversität Wien
Wolfgang Panny*
Affiliation:
Wirtschaftsuniversität Wien
*
∗Postal address: Wirtschaftsuniversität Wien, Institut für Statistik, A-1090 Wien, Augasse 2–6, Austria.
∗Postal address: Wirtschaftsuniversität Wien, Institut für Statistik, A-1090 Wien, Augasse 2–6, Austria.
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 18 , Issue 1 , March 1986 , pp. 279 - 282
Copyright
Copyright © Applied Probability Trust 1986 

References

De Bruijn, N. G., Knuth, D. E. and Rice, S. O. (1972) The average height of planted plane trees. In Graph Theory and Computing , ed. Read, R. C., Academic Press, New York, 15–22.Google Scholar
Dwass, M. (1967) Simple random walk and rank order statistics. Ann. Math. Statist. 38, 1042–1053.CrossRefGoogle Scholar
Feller, W. (1968) An Introduction to Probability Theory and its Applications , Vol. 1, 3rd edn. Wiley, New York.Google Scholar
Johnson, N. L. and Kotz, S. (1970) Continuous Univariate Distributions-1. Houghton Mifflin, Boston.Google Scholar
Katzenbeisser, W. and Hackl, P. (1985) An alternative to the Kolmogorov-Smirnov two-sample test. Commun. Statist. Theory Methods. To appear.Google Scholar
Katzenbeisser, W. and Panny, W. (1984) Asymptotic results on the maximal deviation of simple random walks. Stoch. Proc. Appl. 18, 263–275.CrossRefGoogle Scholar
Mcgilchrist, C. A. and Woodyer, K. D. (1975) Note on a distribution-free CUSUM technique. Technometrics 17, 321–325.Google Scholar