Gambler's ruin and the first exit position of random walk from large spheres

DOI10.1214/aop/1176988608zbMath0820.60055OpenAlexW2042737632MaRDI QIDQ1345605

Terry R. McConnell, Philip S. Griffin

Publication date: 31 August 1995

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

Full work available at URL: https://doi.org/10.1214/aop/1176988608

zbMATH Keywords

random walkovershootgambler's ruin

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (5)

Almost sure relative stability of the overshoot of power law boundaries ⋮ Compactness and continuity properties for a Lévy process at a two-sided exit time ⋮ On the limiting behaviour of Lévy processes at zero ⋮ Overshoots over curved boundaries ⋮ Renewal theorems and stability for the reflected process

This page was built for publication: Gambler's ruin and the first exit position of random walk from large spheres