Stability and other limit laws for exit times of random walks from a strip or a halfplane
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Publication:1818098
DOI10.1016/S0246-0203(99)00108-9zbMath0940.60064MaRDI QIDQ1818098
Publication date: 4 January 2000
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_6_685_0
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
62L10: Sequential statistical analysis
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