Upcrossings of the random walk (Q1187236)
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scientific article; zbMATH DE number 39016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upcrossings of the random walk |
scientific article; zbMATH DE number 39016 |
Statements
Upcrossings of the random walk (English)
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28 June 1992
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Let \(\{X_ n: n=0,1,\dots\}\) be a simple random walk and \(U\) be the number of upcrossings of the interval \([b,c]\) by \(\{X_ n\}\) until it leaves the interval \([a,d]\), where \(a<b<c<d\) are integers. \(E(U\mid X_ 0=i)\) is obtained in this note.
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random walk
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number of upcrossings
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