Inequalities for the average exit time of a random walk from an interval. (August 2021)
- Record Type:
- Journal Article
- Title:
- Inequalities for the average exit time of a random walk from an interval. (August 2021)
- Main Title:
- Inequalities for the average exit time of a random walk from an interval
- Authors:
- Lotov, V. I.
- Abstract:
- Abstract: Two-sided inequalities are obtained for the average exit time from an interval for a random walk with zero and negative drift.
- Is Part Of:
- Izvestiya. Volume 85:Number 4(2021)
- Journal:
- Izvestiya
- Issue:
- Volume 85:Number 4(2021)
- Issue Display:
- Volume 85, Issue 4 (2021)
- Year:
- 2021
- Volume:
- 85
- Issue:
- 4
- Issue Sort Value:
- 2021-0085-0004-0000
- Page Start:
- 745
- Page End:
- 754
- Publication Date:
- 2021-08
- Subjects:
- 60G50
boundary value problem -- exit time from an interval -- random walk -- Wald's sequential criterion
Mathematics -- Periodicals
510.5 - Journal URLs:
- http://iopscience.iop.org/1064-5632/ ↗
http://ioppublishing.org/ ↗
https://www.mi-ras.ru/index.php?l=1&c=publisher ↗ - DOI:
- 10.1070/IM9068 ↗
- Languages:
- English
- ISSNs:
- 1064-5632
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 18473.xml