Ladder indices and other topics in random walk

McRae, Ian Stewart

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Ladder indices and other topics in random walk

Date

1972

Authors

McRae, Ian Stewart

Abstract

This thesis has as its central thread the study of drift and extremes of a random walk. This is studied in a number of ways - in terms of the number of ladder steps and the expected size of these ladder steps, as well as directly. Many of the results achieved are more general versions of known results (e.g. the generating random variables of random walks are treated in general or in terms of domains of attraction of stable laws rather than as random variables with finite variance).