ON IDENTITIES FOR A RANDOM WALK IN AN ORTHANT WITH ABSORBING BOUNDARY

DOI10.1017/S026996480317307XzbMath1336.60090MaRDI QIDQ2808336

L. A. Klein Haneveld

Publication date: 23 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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