Approximation of the expectation of the first exit time from an interval for a random walk (Q299162): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the expectation of the first exit time from an interval for a random walk |
scientific article |
Statements
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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