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

DOI10.1155/S104895339400033XzbMath0820.60056MaRDI QIDQ1344657

L. D. Servi, Daryl 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

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

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