The length of an excursion above a linear boundary by a random walk (Q1365176)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1054089
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The length of an excursion above a linear boundary by a random walk |
scientific article; zbMATH DE number 1054089 |
Statements
The length of an excursion above a linear boundary by a random walk (English)
0 references
28 August 1997
0 references
As follows from the definition, the length of an excursion considered in the article equals the first ladder epoch for some other random walk minus one. The authors give some relations for the distribution and expectation of the length of an excursion.
0 references
random walk
0 references
excursion
0 references
ladder epoch
0 references
0.8260589241981506
0 references
0.7951940894126892
0 references
0.7752810716629028
0 references
0.773160994052887
0 references
