Inequalities for the average exit time of a random walk from an interval Full article
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Izvestiya Mathematics
ISSN: 1064-5632 |
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| Output data | Year: 2021, Volume: 85, Number: 4, Pages: 745-754 Pages count : 10 DOI: 10.1070/im9068 | ||||
| Tags | boundary value problem, exit time from an interval, random walk, Wald’s sequential criterion. | ||||
| Authors |
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Abstract:
Two-sided inequalities are obtained for the average exit time
from an interval for a random walk with zero and negative drift.
Cite:
Lotov V.I.
Inequalities for the average exit time of a random walk from an interval
Izvestiya Mathematics. 2021. V.85. N4. P.745-754. DOI: 10.1070/im9068 WOS Scopus OpenAlex
Inequalities for the average exit time of a random walk from an interval
Izvestiya Mathematics. 2021. V.85. N4. P.745-754. DOI: 10.1070/im9068 WOS Scopus OpenAlex
Original:
Лотов В.И.
Неравенства для среднего времени выхода случайного блуждания из интервала
Известия Российской академии наук. Серия математическая. 2021. Т.85. №4. С.137-146. DOI: 10.4213/im9068 OpenAlex
Неравенства для среднего времени выхода случайного блуждания из интервала
Известия Российской академии наук. Серия математическая. 2021. Т.85. №4. С.137-146. DOI: 10.4213/im9068 OpenAlex
Dates:
| Submitted: | Jun 4, 2020 |
| Published print: | Aug 27, 2021 |
Identifiers:
| Web of science: | WOS:000685549000001 |
| Scopus: | 2-s2.0-85116000244 |
| OpenAlex: | W3095476661 |