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Some joint distributions in Bernoulli excursions

Published online by Cambridge University Press:  14 July 2016

Abstract

Some exact and asymptotic joint distributions are given for certain random variables defined on the excursions of a simple symmetric random walk. We derive appropriate recursion formulas and apply them to get certain expressions for the joint generating or characteristic functions of the random variables.

Type
Part 4 Random Walks
Copyright
Copyright © Applied Probability Trust 1994 

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