The length of an excursion above a linear boundary by a random walk (Q1365176)
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scientific article; zbMATH DE number 1054089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The length of an excursion above a linear boundary by a random walk |
scientific article; zbMATH DE number 1054089 |
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The length of an excursion above a linear boundary by a random walk (English)
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28 August 1997
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As follows from the definition, the length of an excursion considered in the article equals the first ladder epoch for some other random walk minus one. The authors give some relations for the distribution and expectation of the length of an excursion.
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random walk
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excursion
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ladder epoch
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