MOMENTS FOR 1ST-PASSAGE AND LAST-EXIT TIMES, THE MINIMUM, AND RELATED QUANTITIES FOR RANDOM-WALKS WITH POSITIVE DRIFT

被引：38
作者：
JANSON, S
机构：
来源：
ADVANCES IN APPLIED PROBABILITY | 1986年 / 18卷 / 04期
关键词：
D O I：
10.2307/1427253
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：865 / 879
页数：15
相关论文
共 10 条
[1]  
CHOW YS, 1979, Z WAHRSCHEINLICHKEIT, V48, P253, DOI 10.1007/BF00537523
[2]   SOME ONE-SIDED THEOREMS ON TAIL DISTRIBUTION OF SAMPLE SUMS WITH APPLICATIONS TO LAST TIME AND LARGEST EXCESS OF BOUNDARY CROSSINGS [J].
CHOW, YS ;
LAI, TL .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1975, 208 (JUL) :51-72
[3]   MOMENTS OF LADDER HEIGHTS IN RANDOM-WALKS [J].
DONEY, RA .
JOURNAL OF APPLIED PROBABILITY, 1980, 17 (01) :248-252
[4]  
Feller W., 1966, INTRO PROBABILITY TH, V2
[5]   MOMENTS AND LIMIT DISTRIBUTIONS OF SOME FIRST PASSAGE TIMES [J].
GUT, A .
ANNALS OF PROBABILITY, 1974, 2 (02) :277-308
[6]  
GUT A, 1986, UNPUB STOPPED RANDOM
[7]  
Hunt RA., 1966, ENSEIGN MATH, V2, P249
[8]   ON THE CHARACTERISTICS OF THE GENERAL QUEUING PROCESS, WITH APPLICATIONS TO RANDOM-WALK [J].
KIEFER, J ;
WOLFOWITZ, J .
ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (01) :147-161
[9]  
PRABHU N, 1965, STOCHASTIC PROCESSES
[10]  
SMITH WL, 1967, 5TH P BERK S MATH 2, V2, P265
1