Inequalities for the average exit time of a random walk from an interval

DOI10.1070/IM9068zbMath1469.60140OpenAlexW3095476661MaRDI QIDQ5152207

Vladimir Ivanovich Lotov

Publication date: 17 September 2021

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im9068

zbMATH Keywords

boundary value problemrandom walkexit time from intervalWald's sequential criterion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cites Work

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