Some further Results on the Height of Lattice Path

2024/01/18 by Katzenbeisser, Walter, Panny, Wolfgang

paper · doi:10.57938/4db01861-3f49-4ada-b5ac-7b34131554ea

Abstract

This paper deals with the joint and conditional distributions concerning the maximum of random walk paths and the number of times this maximum is achieved. This joint distribution was studied first by Dwass [1967]. Based on his result, the correlation and some conditional moments are derived. The main contributions are however asymptotic expansions concerning the conditional distribution and conditional moments. (author's abstract)

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