Katzenbeisser, Walter; Panny, Wolfgang - In: Stochastic Processes and their Applications 18 (1984) 2, pp. 263-275
This paper deals with the maximal one and two sided deviation of simple random walks. The remarkable asymptotic results of Kemperman, concerning the related conditional distribution functions are generalized. Moreover, exact enumeration formulae for the moments are given and their asymptotic...