On the Distribution of the Supremumof a Random Walk When the Characteristic Equation Has Roots (Q4954365)
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scientific article; zbMATH DE number 1456224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distribution of the Supremumof a Random Walk When the Characteristic Equation Has Roots |
scientific article; zbMATH DE number 1456224 |
Statements
On the Distribution of the Supremumof a Random Walk When the Characteristic Equation Has Roots (English)
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6 June 2000
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random walk
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supremum
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roots of the characteristic equation
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absolutely continuous component
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oscillating random walk
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stationary distribution
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asymptotic behavior
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