Exit time from a positive quadrant for a two-dimensional markov chain

DOI10.1080/15326349208807231zbMATH Open0761.60060OpenAlexW1972424747MaRDI QIDQ4021152FDOQ4021152

Authors: Ryszard Syski 

Publication date: 17 January 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349208807231

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zbMATH Keywords

hitting timerandom walksmartingale methods

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited In (1)

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