On the maximum and absorption time of left-continuous random walk

DOI10.2307/3213402MaRDI QIDQ4164133zbMATH OpenOpenAlexFDO

Authors Anthony G. Pakes

Publication date 1978

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213402

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited in

(4)

• The age of a Markov process
• Conditional limit theorems for asymptotically stable random walks
• First exit times for integer valued continuous time markov chains
• Properties of additive functionals of Brownian motion with resetting

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