Abstract
For a left-continuous random walk, absorbing at 0, the joint distribution of the maximum and time to absorption is derived. A description of the tails of the distributions and a conditional limit theorem are obtained for the cases where absorption is certain.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference11 articles.
1. On a problem from the theory of branching stochastic processes (in Russian);Zolotarev;Uspekhi Math. Nauk.,1954
2. Conditional limit theorems for a left-continuous random walk
3. ON THE MAXIMA OF ABSORBING MARKOV CHAINS
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