Distribution of the number of visits of a random walk
Abstract
The distribution of the number of visits to a given state within an excursion of a simple random walk is derived. This distribution is shown to be a zero-modified geometric law, which extends a result of Revesz
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Bassham, L. E., Rukhin, A. L., Soto, J., Nechvatal, J. R., Smid, M. E., Barker, E. B., Leigh, S. D., Levenson, M., Vangel, M., Banks, D. L., et al. (2010) · NIST Special Publication 800-22 Revision 1a · doi:10.6028/nist.sp.800-22r1a · Cited by 3,617 · see citing works
Self-citationRukhin, A., Sota, J., Nechvatal, J., Smid, M., Barker, E., Leigh, S., Levenson, M., Vangel, M., Banks, D., Heckert, A., et al. (2000) · doi:10.6028/nist.sp.800-22 · Cited by 1,867 · see citing works
Self-citation
- Authors
- Baron, M., & Rukhin, A. L.
- Affiliations
- The University of Texas at Dallas (US)
- University of Maryland, Baltimore County (US)
- Venue
- Communications in Statistics. Stochastic Models
- Publisher
- Informa UK Limited
- Published
- 1999-01
- Volume
- 15
- Issue
- 3
- Pages
- 593-597
- ISSN
- 0882-0287 (ISSN-L)
- OpenAlex
- W2020579867
- Cited by
- 17
- References
- 0
- Citations by year
- 2024: 1 · 2023: 2 · 2021: 1 · 2020: 1 · 2017: 1 · 2015: 1 · 2014: 1
- FWCI
- 1.70
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Stochastic Models (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
- Physical Sciences › Mathematics › Mathematical Physics › Stochastic processes and statistical mechanics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Probability and Risk Models
- Keywords
- simple random walk, field trips, number of visits
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