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- W2912186877 abstract "This paper derives the limit distribution of the rescaled sum of the reciprocal of the positive part of a random walk with continuously distributed innovations, and of the rescaled sum of the reciprocal of the absolute value of a random walk with continuously distributed innovations. It also considers this statistic for the case of a simple random walk, and shows that the limit distribution is different for this case." @default.
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- W2912186877 date "2019-02-13" @default.
- W2912186877 modified "2023-09-26" @default.
- W2912186877 title "THE SUM OF THE RECIPROCAL OF THE RANDOM WALK" @default.
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- W2912186877 doi "https://doi.org/10.1017/s0266466618000464" @default.
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