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The higher moments of the number of returns of a simple random walk

Published online by Cambridge University Press:  01 July 2016

Peter Kirschenhofer*
Affiliation:
Technical University of Vienna
Helmut Prodinger*
Affiliation:
Technical University of Vienna
*
* Postal address: Department of Algebra and Discrete Mathematics, Wiedner Hauptstr. 8–10/118, Technical University of Vienna, A-1040 Wien, Austria.
* Postal address: Department of Algebra and Discrete Mathematics, Wiedner Hauptstr. 8–10/118, Technical University of Vienna, A-1040 Wien, Austria.
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Abstract

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We consider a simple random walk starting at 0 and leading to 0 after 2n steps. By a generating functions approach we achieve closed formulae for the moments of the random variables ‘number of visits to the origin'.

Type
Letter to the Editor
Copyright
Copyright © Applied Probability Trust 1994 

References

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