Sparre Andersen identity and the last passage time (Q3188591)
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scientific article; zbMATH DE number 6614133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sparre Andersen identity and the last passage time |
scientific article; zbMATH DE number 6614133 |
Statements
Sparre Andersen identity and the last passage time (English)
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11 August 2016
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Lévy processes
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random walks
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last passage time
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time reversal
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exchangeable increments
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uniform law
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0.7423350811004639
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0.7253251075744629
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0.716632068157196
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0.7041065096855164
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