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

DOI10.1155/S104895339400033XzbMATH Open0820.60056MaRDI QIDQ1344657FDOQ1344657

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

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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)

Cited In (3)

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

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