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Long Excursions of a Random Walk |
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| Authors: | Endre Csáki Pál Révész Zhan Shi |
| Institution: | (1) Alfréd Rényi Institute of Mathematics, Hungarian Academy of Sciences, P.O.B. 127, H-1364 Budapest, Hungary;(2) Institut für Statistik und Wahrscheinlichkeitstheorie, Technische Universität Wien, Wiedner Hauptstrasse 8-10/107, A-1040 Vienna, Austria;(3) Laboratoire de Probabilités UMR 7599, Université Paris VI, 4 Place Jussieu, F-75252 Paris Cedex 05, France |
| Abstract: | In Csáki et al. (1) and Révész and Willekens(9) it was proved that the length of the longest excursion among the first n excursions of a plane random walk is nearly equal to the total sum of the lenghts of these excursions. In this paper several results are proved in the same spirit, for plane random walks and for random walks in higher dimensions. |
| Keywords: | random walk excursion length |
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