We provide an alternative procedure for determining the range distribution, whose virtue is its much greater simplicity and effectiveness for computational purposes. Indeed, our closed-form results are deprived of the rapidly oscillating trigonometric terms. The well-known convergence of a r.w. to a Wiener process is finally exploited to obtain an asymptotic formula for the mean range of the r.w.
On the distribution of the range of an asymmetric random walk
GIORNO, Virginia;NOBILE, Amelia Giuseppina
1988-01-01
Abstract
We provide an alternative procedure for determining the range distribution, whose virtue is its much greater simplicity and effectiveness for computational purposes. Indeed, our closed-form results are deprived of the rapidly oscillating trigonometric terms. The well-known convergence of a r.w. to a Wiener process is finally exploited to obtain an asymptotic formula for the mean range of the r.w.File in questo prodotto:
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