On the difference between two first passage times

DOI10.1556/SSCMATH.37.2001.1-2.3MaRDI QIDQ2754991zbMATH OpenFDO

Authors Lars Larsson-Cohn

Publication date 5 November 2001

Published in Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1556/SSCMATH.37.2001.1-2.3

zbMATH Keywords

perturbed random walk

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Recommendations

• First passage time statistics for two-channel diffusion
• scientific article; zbMATH DE number 4054758
• First passage time for some stationary processes
• A note on first-passage time and some related problems
• First passage time in a two-layer system
• scientific article; zbMATH DE number 1055626
• scientific article; zbMATH DE number 3236498
• Bounding the first passage time on an average

Cited in

(4)

• Invariance principles for the first passage times of perturbed random walks
• First passage times for perturbed random walks
• Elementary derivation for passage times
• Two comparison theorems for nonlinear first passage times and their linear counterparts

This page was built for publication: On the difference between two first passage times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2754991)