Publication:1137325

DOI10.1016/0304-4149(80)90008-3zbMATH Open0428.60084OpenAlexW1970508508MaRDI QIDQ1137325FDOQ1137325

Eugene Seneta

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0304-4149(80)90008-3

zbMATH Keywords

random walkindependencehitting timehitting placeconcentric spheresinterarrival time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• Title not available (Why is that?)
• Some probabilistic properties of Bessel functions
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes
• An independence property of Brownian motion with drift
• An independence in Brownian motion with constant drift

Cited In (2)

• On first passage time structure of random walks
• Conditional expected durations of play given the ultimate outcome for a correlated random walk

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