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arXiv:1402.5682 [math.PR]AbstractReferencesReviewsResources

How Tall Can Be the Excursions of a Random Walk on a Spider

Antonia Foldes, Pal Revesz

Published 2014-02-23Version 1

We consider a simple symmetric random walk on a spider, that is a collection of half lines (we call them legs) joined at the origin. Our main question is the following: if the walker makes $n$ steps how high can he go up on all legs. This problem is discussed in two different situations; when the number of legs are increasing, as $n$ goes to infinity and when it is fixed.

Comments: 14 pages
Categories: math.PR
Subjects: 60F05, 60F15, 60G50, 60J65, 60J10
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