Moments of Absorption Time for a Conditioned Random Walk
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Cites work
- Conditional Expectation of the Duration in the Classical Ruin Problem
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3061754 (Why is no real title available?)
- Symmetries for Conditioned Ruin Problems
- The combinatorics of random walk with absorbing barriers
- The probability distribution of the duration of the game in the classical ruin problem
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