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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 174–181 (Mi tvp2283)  

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
English version:
Theory of Probability and its Applications, 1982, Volume 27, Issue 1, Pages 183–190
DOI: https://doi.org/10.1137/1127019
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\issue 1
\pages 174--181
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\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 27
\issue 1
\pages 183--190
\crossref{https://doi.org/10.1137/1127019}
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