Concepedia

Random Walk Excursions

Random Walk Excursions is a stochastic process construct that characterizes the paths of a random walk conditioned to start and end at zero while remaining non-negative in between, thereby isolating fluctuation behaviors above a reference level.

67

Publications

7.2K

Citations

116

Authors

104

Institutions

Publications per year

2017–2026

7

Parents

Publications

67

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

, , +14

The influence of step-step interactions on step wandering

N. C. Bartelt, T. L. Einstein, Ellen D. Williams · Surface Science · 1990 · 193 citations

, , +8

A Relation between Brownian Bridge and Brownian Excursion

Wim Vervaat · The Annals of Probability · 1979 · 159 citations · Full text

, , +9

The form and consequences of random walk movement models

Leigh Marsh, Rhondda Jones · Journal of Theoretical Biology · 1988 · 132 citations

, , +11

An Invariance Principle for Random Walk Conditioned by a Late Return to Zero

W. D. Kaigh · The Annals of Probability · 1976 · 115 citations · Full text

, , +12

1–5 of 67

Authors

116

  1. EC
    Endre Csáki

    Hungarian Academy of Sciences, Hungary

    4 publications · 68 citations

    4

    h-index

  2. MM
    Marcello Musso

    The Abdus Salam International Centre for Theoretical Physics (ICTP), Italy

    4 publications · 81 citations

    4

    h-index

  3. RK
    Ravi K. Sheth

    University of Pennsylvania, United States

    3 publications · 64 citations

    3

    h-index

  4. SN
    Satya N. Majumdar

    Centre National de la Recherche Scientifique, France

    3 publications · 137 citations

    3

    h-index

  5. GS
    Grégory Schehr

    Centre National de la Recherche Scientifique, France

    3 publications · 137 citations

    3

    h-index

1–5 of 116

Institutions

104

  1. The Abdus Salam International Centre for Theoretical Physics (ICTP)

    Trieste, Italy

    5 h-index

    6 publications

    119 citations

  2. Sorbonne Université

    Paris, France

    4 h-index

    6 publications

    405 citations

  3. University of Pennsylvania

    Philadelphia, United States

    4 h-index

    4 publications

    83 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    8 publications

    486 citations

  5. Université Paris-Sud

    Orsay, France

    3 h-index

    6 publications

    380 citations

  6. UCLouvain

    Louvain-la-Neuve, Belgium

    3 h-index

    3 publications

    63 citations

  7. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    3 h-index

    3 publications

    118 citations

  8. Alfréd Rényi Institute of Mathematics

    Budapest, Hungary

    2 h-index

    2 publications

    24 citations

1–8 of 104

Venues

  1. Electronic Journal of Probability

    EJP · 7 publications · 190 citations

    7

    h-index

  2. 6

    h-index

  3. The Annals of Probability

    4 publications · 325 citations

    4

    h-index

  4. Stochastic Processes and their Applications

    4 publications · 158 citations

    4

    h-index

  5. Discrete Mathematics & Theoretical Computer Science

    DMTCS · 4 publications · 78 citations

    4

    h-index

1–5