Multivariate Lagrange inversion and the maximum of a persistent random walk

Journal of Statistical Planning and Inference

Volumn 101, Issue 1-2, 2002, Pages 23-31

  Bohm W ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Correlated random walk; Maximum; Multivariate Lagrange inversion

Indexed keywords

EID: 0037082923     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00149-5     Document Type: Article

References (7)

1. Correlated random walks
2. The enumeration of lattice paths with respect to their number of turns
3. Some results for the correlated random walk