[gaming_mouse]

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There is an application that looks like what you might mean here. The relevant section starts on p.43 and the example is on p.44. (These page numbers are in the numbering scheme of the document, but they are actually the 46th and 47th pages of the PDF.)

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Thanks for the reference jason.

Tell me if I understand this correctly... Let's work out a numerical example. Let N = 1000 and we wish to find the chance that the maximum point during the walk is greater than 50. First we solve for "a" in the 2nd formula in section 16.1:

a = 1.58

The answer to the question, then, is 2*(the area to the right of 1.58 on the standard normal density function), or about 11%. That seems a little low to me, so I think I may have done something wrong....