On identities for a random walk in an orthant with absorbing boundary

DOI10.1017/S026996480317307XMaRDI QIDQ2808336zbMATH OpenFDO

Authors Leendert A. Klein Haneveld

Publication date 23 May 2016

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S026996480317307X

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

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