Maximizing survival time in a random walk on an interval
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Publication:4643636
DOI10.1080/15326349.2017.1402347zbMath1391.60087OpenAlexW2794196301WikidataQ130119941 ScholiaQ130119941MaRDI QIDQ4643636
Michał Morayne, Ewa M. Kubicka, Małgorzata Kuchta, Grzegorz M. Kubicki
Publication date: 28 May 2018
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2017.1402347
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (2)
Tail probabilities of a random walk on an interval ⋮ Maximizing survival time in a random walk on an interval
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