On some first-crossing-time probabilities for a two-dimensional random walk with correlated components

DOI10.2307/1427699zbMath0753.60060OpenAlexW2320598643WikidataQ63434466 ScholiaQ63434466MaRDI QIDQ4018268

Virginia Giorno, Amelia G. Nobile, Antonio Di Crescenzo

Publication date: 16 January 1993

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427699

zbMATH Keywords

random walkfirst-crossing-time probabilitymean first-crossing time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Exact enumeration problems, generating functions (05A15) Population dynamics (general) (92D25) Stopping times; optimal stopping problems; gambling theory (60G40)

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