Approximation of the expectation of the first exit time from an interval for a random walk (Q299162): Difference between revisions

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Latest revision as of 05:40, 12 July 2024

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Approximation of the expectation of the first exit time from an interval for a random walk
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    Approximation of the expectation of the first exit time from an interval for a random walk (English)
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    22 June 2016
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    random walk
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    first exit time
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    Wald's sequential test
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    asymptotic expansions
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