Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
On the Distribution of the Supremumof a Random Walk When the Characteristic Equation Has Roots - MaRDI portal

On the Distribution of the Supremumof a Random Walk When the Characteristic Equation Has Roots

From MaRDI portal

Publication:4954365

Jump to:navigation, search

DOI10.1137/S0040585X97976945zbMath0954.60041MaRDI QIDQ4954365

Mikhail S. Sgibnev

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic behavior stationary distribution random walk supremum absolutely continuous component oscillating random walk roots of the characteristic equation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

This page was built for publication: On the Distribution of the Supremumof a Random Walk When the Characteristic Equation Has Roots

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4954365&oldid=19381941"