Mean valued of a function of a random walk up to the time of the first passage to the semiaxis

DOI10.1007/BF01137458zbMath0666.60067OpenAlexW2085289164MaRDI QIDQ1116546

Valeriy I. Afanasiev

Publication date: 1987

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01137458

zbMATH Keywords

moment of first attainment of a semi-axis

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Cites Work

• Unnamed Item
• Weak convergence to Brownian meander and Brownian excursion
• A class of conditional limit theorems related to ruin problem
• Conditioned limit theorems for waiting-time processes of the M/G/1 queue
• A note on conditioned random walk
• A Tauberian Theorem and Its Probability Interpretation

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