Autoregressive processes and first-hit probabilities for randomized random walks

DOI10.2307/3214871zbMATH Open0744.60035OpenAlexW2326819640MaRDI QIDQ3977673FDOQ3977673

Authors: Raisa Epstein Feldman 

Publication date: 25 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/00febae4b71787de418ab4f68266704b66ee9618

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zbMATH Keywords

random walkstationary processesprediction formulafirst-hit distributionrandomized symmetric random walk

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50)

Cited In (2)

• A lifetime of excursions through random walks and Lévy processes
• Exit distributions for symmetric Markov processes via Gaussian techniques

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