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The ordered spans of a random walk

Published online by Cambridge University Press:  01 July 2016

George H. Weiss  and
Robert J. Rubin
George H. Weiss
Affiliation:
National Institutes of Health, Bethesda, Maryland and
Robert J. Rubin
Affiliation:
National Bureau of Standards, Washington, D.C.
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Abstract

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Type
Fifth Conference on Stochastic Processes and their Applications
Information
Advances in Applied Probability , Volume 8 , Issue 2 , June 1976 , pp. 236 - 237
Copyright
Copyright © Applied Probability Trust 1976 

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References

[1] Daniels, H. E. (1941) The probability distribution of the extend of a random chain. Proc. Camb. Phil. Soc. 37, 244–251.Google Scholar
[2] Feller, W. (1951) The asymptotic distribution of the range of sums of independent random variables. Ann. Math. Statist. 22, 427–432.Google Scholar