Exit times for a class of random walks exact distribution results
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Publication:3094473
DOI10.1239/jap/1318940455zbMath1235.60046OpenAlexW2022470620MaRDI QIDQ3094473
Publication date: 25 October 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1318940455
Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40)
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