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Local times of Bernoulli walk

Author

Listed:
  • de Vos, J.C.

    (Tilburg University, Faculty of Economics)

  • Vervaat, W.

Abstract

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Suggested Citation

  • de Vos, J.C. & Vervaat, W., 1987. "Local times of Bernoulli walk," Research Memorandum FEW 244, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:5ab0b25a-9cc5-4a47-9b57-c218536b914e
    as

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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/5229880/VJVW5620954.pdf
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    References listed on IDEAS

    as
    1. J. W. Cohen & G. Hooghiemstra, 1981. "Brownian Excursion, the M / M /1 Queue and Their Occupation Times," Mathematics of Operations Research, INFORMS, vol. 6(4), pages 608-629, November.
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    Keywords

    Economics;

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