On the excursions of two-dimensional random walk and Wiener process

被引：0

作者：

Csáki, E ^{[1
]}

Földes, A ^{[1
]}

Révész, P ^{[1
]}

Shi, Z ^{[1
]}

机构：

[1] Vienna Tech Univ, Inst Stat & Wahrscheinlichkeitstheorie, A-1040 Vienna, Austria

来源：

RANDOM WALKS | 1999年 / 9卷

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Consider a simple symmetric random walk on the plane. Its portion between two consecutive returns to zero are called excursions. We study the sum of the excursions when the two largest ones are eliminated from the sum. Similar investigations are carried out for two-dimensional Wiener process.

引用

页码：43 / 58

页数：16

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