Another look at independence of hitting place and time for the simple random walk

DOI10.1016/0304-4149(80)90008-3zbMath0428.60084OpenAlexW1970508508MaRDI QIDQ1137325

Eugene Seneta

Publication date: 1980

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(80)90008-3

zbMATH Keywords

independencerandom walkhitting timehitting placeconcentric spheresinterarrival time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Conditional expected durations of play given the ultimate outcome for a correlated random walk, On first passage time structure of random walks

Cites Work

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