Some exact distributions of a last one-sided exit time in the simple random walk
From MaRDI portal
Publication:3732685
DOI10.2307/3214177zbMath0598.60078OpenAlexW2329400445MaRDI QIDQ3732685
Publication date: 1986
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214177
strong law of large numberslinear boundary crossingslast deviationsums of i.i.d. Bernoulli variables
Exact distribution theory in statistics (62E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Convergence of probability measures (60B10)
Related Items