Pages that link to "Item:Q2052793"
From MaRDI portal
The following pages link to Maximum on a random time interval of a random walk with infinite mean (Q2052793):
Displaying 4 items.
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
- Simulating the maximum of a random walk (Q1973290) (← links)
- Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514) (← links)
- An analog of Wald's identity for random walks with infinite mean (Q5391596) (← links)