Abstract
Let Xi
, i = 1, 2, 3, … be a sequence of independent and identically distributed random variables. Write and for x ≧ 0 define
M(x) + 1 is then the first passage time out of the interval (– ∞, x] for the random walk process Sn.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
3 articles.
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