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Limit distributions for the Bernoulli meander

Part of: Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Lajos Takács
Lajos Takács*
Affiliation:
Case Western Reserve University
*
∗Postal address: 2410 Newbury Drive, Cleveland Heights, OH 44118, USA.
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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

BROWNIAN MEANDERAREALOCAL TIMEDISTRIBUTIONSMOMENTS

MSC classification

Secondary: 60G15: Gaussian processes
Type
Research Papers
Information
Journal of Applied Probability , Volume 32 , Issue 2 , June 1995 , pp. 375 - 395
Copyright
Copyright © Applied Probability Trust 1995 

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