Absorption Time Distribution for an Asymmetric Random Walk

DOI10.1214/074921708000000282zbMath1170.60317OpenAlexW1561717115MaRDI QIDQ3626695

Stewart N. Ethier

Publication date: 22 May 2009

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/074921708000000282

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

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