Limit distributions for the Bernoulli meander
Author:
- Lajos TakácsLTLajos Takács
- 1 June 1995
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 32 (2) , 375-395
Abstract
This paper is concerned with the distibutions and the moments of the area and the local time of a random walk, called the Bernoulli meander. The limit behavior of the distributions and the moments is determined in the case where the number of steps in the random walk tends to infinity. The results of this paper yield explicit formulas for the distributions and the moments of the area and the local time for the Brownian meander.Keywords
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