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The maximum and time to absorption of a left-continuous random walk

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Publication:4118607
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DOI10.2307/3212464zbMath0348.60096OpenAlexW4248694237MaRDI QIDQ4118607

Peter J. Green

Publication date: 1976

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

Full work available at URL: https://doi.org/10.2307/3212464



Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)


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First exit times for integer valued continuous time markov chains ⋮ Branching processes in Lévy processes: The exploration process



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