A further study of an approximation for last-exit and first-passage probabilities of a random walk

DOI10.1155/S104895339400033XMaRDI QIDQ1344657zbMATH OpenFDO

Authors L. D. Servi, D. J. Daley

Publication date 31 August 1995

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/47232

zbMATH Keywords

random walkfirst-passage timeFeller's ladder variable argumentlast-exit time

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50)

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Cited in

(3)

• A note on the times of first passage for `nearly right-continuous' random walks
• Approximating last-exit probabilities of a random walk, by application to conditional queue length moments within busy periods of M/GI/1 queues
• Last exit times for random walks

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