Timeline for The independence of all sub-paths between adjacent returns to origin in random walks
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 29, 2017 at 22:33 | comment | added | Mateusz Kwaśnicki | Well, Feller was correct: the length of the excursion is in the domain of a $1/2$-stable law, and so the total length of $r$ excursions will be distributed roughly as $r^2 \xi$, where $\xi$ is some fixed positive $1/2$-stable random variable. | |
| Aug 29, 2017 at 17:30 | history | answered | Daniel | CC BY-SA 3.0 |