Zentralblatt MATH

Publications of (and about) Paul Erdös

Zbl.No:  537.60062
Autor:  Csáki, E.; Erdös, Paul; Révész, P.
Title:  On the length of the longest excursion. (In English)
Source:  Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 365-382 (1985).
Review:  A lower limit of the length of the longest excursion of a symmetric random walk is given. Certain related problems are also discussed. It is shown e.g. that for any \epsilon > 0 and all sufficiently large n there are c(\epsilon) log log n excursions in the interval (0,n) with total length greater than n(1-\epsilon), with probability 1.
Reviewer:  E.Csáki
Classif.:  * 60J15 Random walk
                   60F15 Strong limit theorems
Keywords:  lower limit; length of the longest excursion; symmetric random walk

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