scientific article; zbMATH DE number 3115413
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Publication:3229727
zbMATH Open0068.12102MaRDI QIDQ3229727FDOQ3229727
Publication date: 1955
Title of this publication is not available (Why is that?)
Cited In (18)
- Recurrence properties of functional of Markov chains
- Optimal Buy/Sell Rules for Correlated Random Walks
- Reflection principle for finite-velocity random motions
- Title not available (Why is that?)
- Gillis' Random Walks on Graphs
- Random walks and diffusion on networks
- Decomposing correlated random walks on common and counter movements
- Optimal stopping rules for correlated random walks with a discount
- Stopping the maximum of a correlated random walk, with cost for observation
- Stochastic motions driven by wave equations
- Non-homogeneous random walks on a semi-infinite strip
- Recurrence of sums of multiple Markov sequences
- Characterizing correlations of flow oscillations at bottlenecks
- Multivariate Lagrange inversion and the maximum of a persistent random walk
- Extreme value statistics of positive recurrent centrally biased random walks
- Non-homogeneous random walks with stochastic resetting: an application to the Gillis model
- Senile reinforced random walks
- Optimal placement in a limit order book: an analytical approach
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