A note on the simple random walk in the plane

Downham and Fotopoulos (1988) derive bounds for six properties of the simple two-dimensional random walk on the vertices of a rectangular lattice. New bounds for two of the properties are derived that are algebraically simple, numerically close and of the known asymptotic form.

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Year of publication:	1993
Authors:	Fotopoulos, S. B. ; Downham, D. Y.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 17.1993, 3, p. 221-224
Publisher:	Elsevier
Subject:	Inequalities random walks

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223843