Some aspects of fluctuations of random walks on \(\mathbb R\) and applications to random walks on \(\mathbb R^+\) with non-elastic reflection at 0 (Q2866842)
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scientific article; zbMATH DE number 6236566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some aspects of fluctuations of random walks on \(\mathbb R\) and applications to random walks on \(\mathbb R^+\) with non-elastic reflection at 0 |
scientific article; zbMATH DE number 6236566 |
Statements
9 December 2013
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random walk on \(\mathbb R\)
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Wiener-Hopf factorization
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fluctuations
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hitting times
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math.PR
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0.91359824
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0.88394356
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0.87729675
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0.86856043
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Some aspects of fluctuations of random walks on \(\mathbb R\) and applications to random walks on \(\mathbb R^+\) with non-elastic reflection at 0 (English)
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