scientific article; zbMATH DE number 7799677

arXiv2211.16050MaRDI QIDQ6146319

Kilian Raschel, Rodolphe Garbit

Publication date: 5 February 2024

Full work available at URL: https://arxiv.org/abs/2211.16050

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Laplace transformrandom walks in conespyramidssurvival probabilitiesovershoots of random

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20)

Cites Work

• On the exit time from a cone for random walks with drift
• Two non-holonomic lattice walks in the quarter plane
• Walks with small steps in the quarter plane
• Singularity Analysis Via the Iterated Kernel Method
• Convex Analysis
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