Random walks with negative drift conditioned to stay positive

DOI10.2307/3212557zbMath0302.60038MaRDI QIDQ4057374

Donald L. Iglehart

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212557

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K25: Queueing theory (aspects of probability theory)

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