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Bibliographic Details
Main Author: Kargin, Vladislav
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.20315
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Table of Contents:
  • Let $P_n$ be a random Bernoulli excursion of length $2n$. We show that the area under $P_n$ and the number of peaks of $P_n$ are asymptotically independent. We also show that these statistics have the correlation coefficient asymptotic to $c /\sqrt{n}$ for large $n$, where $c < 0$, and explicitly compute the coefficient $c$.