On the time of the first level achievement for the ascending-descending process

DOI10.33048/sibjim.2023.26.307zbMATH Open1544.60062MaRDI QIDQ6586462

V. I. Lotov

Publication date: 13 August 2024

Published in: Sibirskiĭ Zhurnal Industrial'noĭ Matematiki (Search for Journal in Brave)

zbMATH Keywords

stochastic processrandom walkfirst passage timestochastic inventory control models

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic processes (60G99)

Cites Work

• Title not available (Why is that?)
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• Exact expressions for the moments of ladder heights
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• On a Method of Calculating Moments of Ladder Heights
• On Excess Over the Boundary
• Exact formulas in some boundary crossing problems for integer-valued random walks

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