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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 174–181
(Mi tvp2283)
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Short Communications
Some results connected with the expectation process
I. Yu. Fañtorovič Leningrad
Abstract:
In the paper we find the necessary and sufficient conditions for the exponentiality of the asymptotics of the average time which is needed for the integer expectation process $W_t(t=0,1,2,\dots)$ to reach the level $N\to\infty$. It is established also that the well-known sufficient condition for the exponentiality of
$$
\mu_N=\mathbf P\{\max_{n\ge 0}S_n=N\}
$$
(where $S_n$ is a random walk with negative drift) is a necessary one.
Received: 14.02.1979
Citation:
I. Yu. Fañtorovič, “Some results connected with the expectation process”, Teor. Veroyatnost. i Primenen., 27:1 (1982), 174–181; Theory Probab. Appl., 27:1 (1982), 183–190
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https://www.mathnet.ru/eng/tvp2283 https://www.mathnet.ru/eng/tvp/v27/i1/p174
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Abstract page: | 135 | Full-text PDF : | 65 | First page: | 1 |
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