Inequalities for first-exit probabilities and expected first-exit times of a random walk

DOI10.1080/15326349608807375zbMath0854.60074OpenAlexW2094243991WikidataQ126243830 ScholiaQ126243830MaRDI QIDQ4870727

Wolfgang Stadje

Publication date: 5 January 1997

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

Full work available at URL: https://doi.org/10.1080/15326349608807375

zbMATH Keywords

integral equationcontractionrandom walkfirst exit time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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