Some aspects of fluctuations of random walks on R and applications to random walks on R+ with non-elastic reflection at 0 (Q2866842)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some aspects of fluctuations of random walks on R and applications to random walks on R+ with non-elastic reflection at 0
scientific article

    Statements

    0 references
    0 references
    0 references
    9 December 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    random walk on \(\mathbb R\)
    0 references
    Wiener-Hopf factorization
    0 references
    fluctuations
    0 references
    hitting times
    0 references
    0 references
    math.PR
    0 references