ON THE DIFFERENCE BETWEEN TWO FIRST PA AGE TIME

DOI10.1556/SScMath.37.2001.1-2.3zbMath0980.60106MaRDI QIDQ2754991

Lars Larsson-Cohn

Publication date: 5 November 2001

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

zbMATH Keywords

perturbed random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Related Items (1)

Two comparison theorems for nonlinear first passage times and their linear counterparts

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