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Mathematics of the USSR-Sbornik, 1973, Volume 21, Issue 3, Pages 439–448
DOI: https://doi.org/10.1070/SM1973v021n03ABEH002026 (Mi sm3415) 		 
Combinatorial methods for investigating the distribution of the trajectory amplitude of a random walk. II

V. K. Zakharov, O. V. Sarmanov
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DOI: https://doi.org/10.1070/SM1973v021n03ABEH002026
Abstract: For a Wiener process with a nonzero drift, the authors find the distribution density for the trajectory amplitude on a segment adjacent to the beginning of the trajectory.
Formulas are given for the first two moments of the amplitude and it is shown that the change in the variance is monotonic.
Bibliography: 2 titles.
Received: 12.03.1973
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1973, Volume 92(134), Number 3(11), Pages 446–455
Bibliographic databases:
UDC: 518:519.2
MSC: Primary 60J15; Secondary 60C05, 60F05, 60J65
Language: English
Original paper language: Russian
Citation: V. K. Zakharov, O. V. Sarmanov, “Combinatorial methods for investigating the distribution of the trajectory amplitude of a random walk. II”, Mat. Sb. (N.S.), 92(134):3(11) (1973), 446–455; Math. USSR-Sb., 21:3 (1973), 439–448
Citation in format AMSBIB
\Bibitem{ZakSar73}
\by V.~K.~Zakharov, O.~V.~Sarmanov
\paper Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random walk.~II
\jour Mat. Sb. (N.S.)
\yr 1973
\vol 92(134)
\issue 3(11)
\pages 446--455
\mathnet{http://mi.mathnet.ru/sm3415}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=353458}
\zmath{https://zbmath.org/?q=an:0292.60110}
\transl
\jour Math. USSR-Sb.
\yr 1973
\vol 21
\issue 3
\pages 439--448
\crossref{https://doi.org/10.1070/SM1973v021n03ABEH002026}
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  • https://www.mathnet.ru/eng/sm/v134/i3/p446
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    		Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
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    References:47
     
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