Last exit times for random walks

DOI10.1016/0304-4149(89)90096-3MaRDI QIDQ1120191zbMATH OpenOpenAlexFDO

Authors Ronald A. Doney

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90096-3

zbMATH Keywords

asymptotic behaviorfirst exit timeslast exit timesstationary renewal processlast exit ladder point

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Recommendations

• Some exact distributions of a last one-sided exit time in the simple random walk
• Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
• Exit times for a class of random walks exact distribution results
• A further study of an approximation for last-exit and first-passage probabilities of a random walk
• Maximal increments of local time of a random walk

Cites work

• scientific article; zbMATH DE number 3766767 (Why is no real title available?)
• scientific article; zbMATH DE number 3548178 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• A large deviation local limit theorem
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Moments of Oscillations and Ruled Sums
• On the Probabilities of Large Deviations for Sums of Independent Random Variables
• On the asymptotic behaviour of first passage times for transient random walk
• On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm
• Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk

Cited in

(10)

• Exit time of a centered random walk from a cone
• Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
• A further study of an approximation for last-exit and first-passage probabilities of a random walk
• Exit times for a class of random walks exact distribution results
• Factorizing Laplace exponents in a spectrally positive Lévy process
• A lifetime of excursions through random walks and Lévy processes
• Localization in log-gamma polymers with boundaries
• Geometry of geodesics through Busemann measures in directed last-passage percolation
• Bridging the first and last passage times for Lévy models
• Some exact distributions of a last one-sided exit time in the simple random walk

This page was built for publication: Last exit times for random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120191)