ON THE DIFFERENCE BETWEEN TWO FIRST PA AGE TIME

Author:

Larsson-Cohn L.1

Affiliation:

1. 1 Please ask the editor of the journal.

Abstract

First passage times for pe tu bed andom walks are compa ed to the cor esponding times for its unpertu bed version.A weak and a st ong law of large numbers for their di .erence is established and applied to a special case.

Publisher

Akademiai Kiado Zrt.

Subject

General Mathematics

Reference20 articles.

1. On the asymptotic distribution of the sum of a random number of independent random variables;A. Reányi;Acta Math. Acad. Sci. Hungar.,1957

2. Large-sample theory of sequential estimation;F. Anscombe;Proc. Cambridge Philos. Soc.,1952

3. Necessary and sufficient conditions for complete convergence in the law of large numbers;S. Asmussen;Ann. Probab.,1980

4. On the moments of some one-sided stopping rules;Y. Chow;Ann. Math. Statist.,1966

5. Delayed sums and Borel summability of independent, identically distributed random variables;Y. Chow;Bull. Inst. Math. Acad. Sinica,1973

Cited by 2 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. Stopped Random Walks;Springer Series in Operations Research and Financial Engineering;2009

2. Two comparison theorems for nonlinear first passage times and their linear counterparts;Statistics & Probability Letters;2001-11

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