A note on absorption probabilities in one-dimensional random walk via complex-valued martingales-Reference-Cited by-同舟云学术

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A note on absorption probabilities in one-dimensional random walk via complex-valued martingales

Published:2007-06 Issue:11 Volume:77 Page:1098-1105
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Gilliland Dennis,Levental Shlomo,Xiao Yimin

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference5 articles.

1. Nonnegative Matrices and Applications;Bapat,1996

2. Bounds on gambler's ruin in terms of moments;Ethier;Methodology and Comput. Appl. Probab.,2002

3. Feller, W., 1968. An Introduction to Probability Theory and its Applications, third ed., vol. 1, Wiley, New York

4. Finite Markov Chains;Kemeny,1960

5. Introduction to Mathematical Probability;Uspensky,1937

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. In Praise (and Search) of J. V. Uspensky;Statistical Science;2023-02-01

2. Gambler’s Ruin and the ICM;Statistical Science;2022-08-01

3. Gambler’s ruin probability—A general formula;Statistics & Probability Letters;2013-10

4. The Doctrine of Chances;Probability and its Applications;2010

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