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| | | | | almostsuremath.com | |
| | | | | Spitzer's formula is a remarkable result giving the precise joint distribution of the maximum and terminal value of a random walk in terms of the marginal distributions of the process. I have already covered the use of the reflection principle to describe the maximum of Brownian motion, and the same technique can be used for... | |
| | | | | www.encyclopediaofmath.org | |
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| | | | | gregorygundersen.com | |
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| | | | | thekittymaths.wordpress.com | |
| | | A Compendium of Cool Internet Math Things | ||