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On the difference between two first passage times
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics.
2001 (English)In: Studia Scientiarum Mathematicarum Hungarica, ISSN 0081-6906, Vol. 37, 53-67 p.Article in journal (Refereed) Published
Abstract [en]

First pasasge times for perturbed random walks are compared to the corresponding times for its unperturbed version. A weak and a strong law of large numbers for their difference is established and applied to a special case.

Place, publisher, year, edition, pages
2001. Vol. 37, 53-67 p.
Keyword [en]
Perturbed random walk, first passage times, complete convergence, sequential analysis
URN: urn:nbn:se:uu:diva-37560OAI: oai:DiVA.org:uu-37560DiVA: diva2:65459
Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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