| Article ID | Journal | Published Year | Pages | File Type | 
|---|---|---|---|---|
| 1150653 | Journal of Statistical Planning and Inference | 2007 | 10 Pages | 
Abstract
												Let ξi be i.i.d. symmetric random variables with P(ξi=1)=12 and denote by Sn their partial sums. We derive the distribution of the difference in the position of the last and first maximum of the random walk Sn up to time t.
											Related Topics
												
													Physical Sciences and Engineering
													Mathematics
													Applied Mathematics
												
											Authors
												Manfred Denker, Susanne Koch, 
											