Exit times of N-dimensional random walks

DOI10.1007/BF00535269zbMath0535.60058OpenAlexW2094755762MaRDI QIDQ3319523

Terry R. McConnell

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535269

zbMATH Keywords

exit time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Critical exponents on Fortuin-Kasteleyn weighted planar maps ⋮ Simple random walk on \(\mathbb{Z}^2\) perturbed on the axes (renewal case) ⋮ Alternative constructions of a harmonic function for a random walk in a cone ⋮ Random walks in cones

Cites Work

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• Distribution function inequalities for martingales
• Spherical rearrangements, subharmonic functions, and \(\ast\)-functions in \(n\)-space
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Extrapolation and interpolation of quasi-linear operators on martingales
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Brownian Motion with Partial Information

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