Izvestiya: Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Izv. RAN. Ser. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Izvestiya: Mathematics, 2021, Volume 85, Issue 4, Pages 745–754
DOI: https://doi.org/10.1070/IM9068 (Mi im9068) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Inequalities for the average exit time of a random walk from an interval

V. I. Lotovab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
English version PDF (430 kB) Citations (1) Russian version article
References:
PDF
HTML
DOI: https://doi.org/10.1070/IM9068
Abstract: Two-sided inequalities are obtained for the average exit time from an interval for a random walk with zero and negative drift.
Keywords: boundary value problem, exit time from an interval, random walk, Wald's sequential criterion.
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0314-2016-0008
Russian Foundation for Basic Research 18-01-00101а
The research was completed with the partial support of the Programme of Fundamental Research of the Siberian Branch of the Russian Academy of Sciences no. I.1.3 (project no. 0314-2016-0008) and by an RFBR grant (project no. 18-01-00101a).
Received: 04.06.2020
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60G50
Language: English
Original paper language: Russian
Citation: V. I. Lotov, “Inequalities for the average exit time of a random walk from an interval”, Izv. Math., 85:4 (2021), 745–754
Citation in format AMSBIB
\Bibitem{Lot21}
\by V.~I.~Lotov
\paper Inequalities for the average exit time of a random walk from an~interval
\jour Izv. Math.
\yr 2021
\vol 85
\issue 4
\pages 745--754
\mathnet{http://mi.mathnet.ru//eng/im9068}
\crossref{https://doi.org/10.1070/IM9068}
\zmath{https://zbmath.org/?q=an:1469.60140}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?2021IzMat..85..745L}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000685549000001}
\elib{https://elibrary.ru/item.asp?id=47106037}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85116000244}
Linking options:
  • https://www.mathnet.ru/eng/im9068
  • https://doi.org/10.1070/IM9068
  • https://www.mathnet.ru/eng/im/v85/i4/p137
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
    Statistics & downloads:
    Abstract page:299
    Russian version PDF:89
    English version PDF:45
    Russian version HTML:111
    References:32
    First page:58
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024