On the maximum of a random walk with small negative drift (Q1051346)
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scientific article; zbMATH DE number 3812657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum of a random walk with small negative drift |
scientific article; zbMATH DE number 3812657 |
Statements
On the maximum of a random walk with small negative drift (English)
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1983
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negative drift
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fluctuation theory
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expected maximum
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ladder variables
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renewal theory
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infinite mean variables
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