Tail probabilities of a random walk on an interval

DOI10.1080/03610926.2019.1662044OpenAlexW2978935383MaRDI QIDQ5078513

Ewa M. Kubicka, Michał Morayne, Małgorzata Kuchta, Grzegorz M. Kubicki

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1662044

zbMATH Keywords

random walktail probabilitiesdiscrete interval

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On conditioning a random walk to stay nonnegative
• On a theorem of Spitzer and Stone and random walks with absorbing barriers
• Stopped Random Walks
• Maximizing survival time in a random walk on an interval
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