Upcrossings of the random walk

DOI10.1007/BF01903795MaRDI QIDQ1187236zbMATH OpenOpenAlexFDO

Authors S. Singh

Publication date 28 June 1992

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01903795

zbMATH Keywords

number of upcrossingsrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

Let \(\{X_ n: n=0,1,\dots\}\) be a simple random walk and \(U\) be the number of upcrossings of the interval \([b,c]\) by \(\{X_ n\}\) until it leaves the interval \([a,d]\), where \(a<b<c<d\) are integers. \(E(U\mid X_ 0=i)\) is obtained in this note.

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(4)

• scientific article; zbMATH DE number 3864220 (Why is no real title available?)
• Mixing of the upper triangular matrix walk
• scientific article; zbMATH DE number 3464583 (Why is no real title available?)
• On the number of times a simple random walk reaches a onnegative height

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