Daudin, J.-J. Study of the range process of a Bernoulli random walk. (Étude de l’amplitude d’une marche aléatoire de Bernoulli.) (French) Zbl 0856.60074 RAIRO, Rech. Opér. 30, No. 1, 99-106 (1996). Summary: The range process for a symmetric Bernoulli random walk has been studied by P. Vallois and C. S. Tapiero [ibid. 29, No. 1, 1-17 (1995; Zbl 0827.60058)]. They obtained the first two moments of the inverse process. In this note, we obtain the same result by a more direct way. Moreover, the third and fourth centered moments are obtained by the same way and a recurrent relation is given for the probability generating function. MSC: 60G50 Sums of independent random variables; random walks Keywords:range process; symmetric Bernoulli random walk; moments; moment-generating function Citations:Zbl 0827.60058 × Cite Format Result Cite Review PDF Full Text: DOI EuDML