Escape time for a random walk from an orthant (Q915268): Difference between revisions
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Property / author: Arthur O. Pittenger / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Q5538132 / rank | |||
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Property / cites work: Fluctuations of random walk in <i>R</i><sup><i>d</i></sup> and storage systems / rank | |||
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Property / cites work: Escape time for a random walk from an orthant / rank | |||
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Property / cites work: Semimartingales: A course on stochastic processes / rank | |||
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Property / cites work: Q4114574 / rank | |||
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Latest revision as of 08:29, 21 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Escape time for a random walk from an orthant |
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Escape time for a random walk from an orthant (English)
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1990
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random walk
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martingales
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stopping times
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