Approximation of the expectation of the first exit time from an interval for a random walk (Q299162)
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scientific article; zbMATH DE number 6596333
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| English | Approximation of the expectation of the first exit time from an interval for a random walk |
scientific article; zbMATH DE number 6596333 |
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Approximation of the expectation of the first exit time from an interval for a random walk (English)
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22 June 2016
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random walk
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first exit time
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Wald's sequential test
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asymptotic expansions
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0.8226358890533447
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0.7911277413368225
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0.7876928448677063
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0.7865809798240662
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0.7814405560493469
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