Occupation times sequences and martingales of simple random walks on the real line

dc.creator	Lobo Segura, Jaime	es
dc.date	2017-04-20
dc.date.accessioned	2025-10-06T15:05:07Z
dc.date.available	2025-10-06T15:05:07Z
dc.identifier	https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/1456
dc.identifier	10.4067/S0716-09172005000300002
dc.identifier.uri	https://revistaschilenas.uchile.cl/handle/2250/255555
dc.description	Given a simple random walk on the real line, we consider the sequences of occupation times on states and associate to them martingales defined by the moments of first order of this random walk. We deduce by this way recurrent relations for the expectations of the occupation times in states before a given time, and then remarkable identities for the expectations of the absolute values of the random walk.	es
dc.format	application/pdf
dc.language	spa
dc.publisher	Universidad Católica del Norte.	en
dc.relation	https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/1456/1237
dc.rights	Copyright (c) 2005 Proyecciones. Journal of Mathematics	en
dc.source	Proyecciones (Antofagasta); Vol. 24 No. 3 (2005); 205-227	en
dc.source	Proyecciones. Revista de Matemática; Vol. 24 Núm. 3 (2005); 205-227	es
dc.source	0717-6279
dc.source	10.22199/issn.0717-6279-2005
dc.title	Occupation times sequences and martingales of simple random walks on the real line	es
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion