Escape time for a random walk from an orthant

DOI10.1016/0304-4149(90)90118-CzbMath0702.60062MaRDI QIDQ915268

L. A. Klein Haneveld, Arthur O. Pittenger

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

martingalesrandom walkstopping times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Escape time for a random walk from an orthant ⋮ A general stochastic model for sporophytic self-incompatibility ⋮ Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts

Cites Work

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• Escape time for a random walk from an orthant
• Semimartingales: A course on stochastic processes
• Fluctuations of random walk in R^d and storage systems