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

dc.creator	Lobo Segura, Jaime
dc.date	2017-04-20
dc.identifier	http://www.revistaproyecciones.cl/article/view/1456
dc.identifier	10.4067/S0716-09172005000300002
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-ES
dc.format	application/pdf
dc.language	spa
dc.publisher	Universidad Católica del Norte.	es-ES
dc.relation	http://www.revistaproyecciones.cl/article/view/1456/1237
dc.rights	Derechos de autor 2005 Proyecciones. Journal of Mathematics	es-ES
dc.source	Proyecciones. Journal of Mathematics; Vol 24 No 3 (2005); 205-227	en-US
dc.source	Proyecciones. Revista de Matemática; Vol. 24 Núm. 3 (2005); 205-227	es-ES
dc.source	0717-6279
dc.source	0716-0917
dc.title	Occupation times sequences and martingales of simple random walks on the real line	es-ES
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion
dc.type	Artículo revisado por pares	es-ES