On estimating exponential moment for the simultaneous renewal time for two random walks on a half line

Author:

Golomoziy V.ORCID,

Abstract

In this paper, we consider conditions for existence and finitness for an exponential moment for the time of the simultaneous hitting of a given set by two random walks on a half-line. It is addmitted that random walks may be time-inhomogeneous. Obtained conditions that guarantee existence of the hitting time for individual chains and simultaneous hitting time for both chains. It is shown, how the estimates could be calculated in practical applications.

Publisher

Taras Shevchenko National University of Kyiv

Subject

Medical Assisting and Transcription,Medical Terminology

Reference4 articles.

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