On the exit time from an orthant for badly oriented random walks

DOI10.1214/16-BJPS334zbMath1402.60047arXiv1403.5540MaRDI QIDQ1994029

Rodolphe Garbit

Publication date: 6 November 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5540

zbMATH Keywords

Laplace transformrandom walkconesexit time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Random walks on graphs (05C81)

Related Items (1)

Ranking-based rich-get-richer processes

Cites Work

• Unnamed Item
• Unnamed Item
• On the exit time from a cone for random walks with drift
• Random walks in cones
• Random walks in cones: the case of nonzero drift

This page was built for publication: On the exit time from an orthant for badly oriented random walks