The oscillating random walk

DOI10.1016/0304-4149(74)90010-6zbMath0326.60081OpenAlexW2041681558WikidataQ126778013 ScholiaQ126778013MaRDI QIDQ1225880

Johannes H. B. Kemperman

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0304-4149(74)90010-6

Mathematics Subject Classification ID

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

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Cites Work

• Random walks and Riesz kernels
• A discrete renewal theorem with infinite mean
• Contributions to the "Two-Armed Bandit" Problem
• Correction to 'On the Error Probability for a class of Binary Recursive Feedback Strategies'
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• Renewal Theorems When the First or the Second Moment is Infinite
• Strong Renewal Theorems with Infinite Mean
• A renewal theorem for distributions on 𝑅¹ without expectation
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