Dual pairs of stopping times for random walk

DOI10.1214/aop/1176995484zbMath0397.60041OpenAlexW2055379582WikidataQ101923952 ScholiaQ101923952MaRDI QIDQ1253845

Shaked, Moshe, Prescilla E. Greenwood

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995484

zbMATH Keywords

Stopping TimesDual Stopping TimesRandom WalkSpitzer-Pollaczek Type FactorizationTopological Group

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Harmonic functions of random walks in a semigroup via ladder heights ⋮ A bivariate stable characterization and domains of attraction ⋮ On duality and the Spitzer-Pollaczek factorization for random walks ⋮ Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574

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