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A bernoulli excursion and its various applications

Published online by Cambridge University Press:  01 July 2016

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

Abstract

This paper is concerned with a random walk process in which and for i = 1, 2, ···, 2n. This process is called a Bernoulli excursion. The main object is to find the distribution, the moments, and the asymptotic distribution of the random variable ω n defined by . The results derived have various applications in the theory of probability, including random graphs, tournaments and order statistics.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1991 

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