Escape time for a random walk from an orthant
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Publication:915268
DOI10.1016/0304-4149(90)90118-CzbMath0702.60062MaRDI QIDQ915268
L. A. Klein Haneveld, Arthur O. Pittenger
Publication date: 1990
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G42: Martingales with discrete parameter
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
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