Autoregressive processes and first-hit probabilities for randomized random walks
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Publication:3977673
DOI10.2307/3214871zbMath0744.60035OpenAlexW2326819640MaRDI QIDQ3977673
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
random walkstationary processesprediction formulafirst-hit distributionrandomized symmetric random walk
Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Prediction theory (aspects of stochastic processes) (60G25)
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