Fluctuation Identities for Random Walk by Path Decomposition at the Maximum. Greenwood, P. & Pitman, J. Advances in Applied Probability, 12(2):291–293, June, 1980.
Paper doi bibtex @Article{Greenwood:1980:FIR,
author = "Priscilla Greenwood and Jim Pitman",
title = "Fluctuation Identities for Random Walk by Path
Decomposition at the Maximum",
journal = j-ADV-APPL-PROB,
volume = "12",
number = "2",
pages = "291--293",
month = jun,
year = "1980",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1426564",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:41:26 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262246;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1426564",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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