On the difference between two first passage times

被引：1
|
作者：
Larsson-Cohn, L [1 ]
机构：
[1] Uppsala Univ, Inst Matemat, S-75106 Uppsala, Sweden
来源：
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA | 2001年 / 37卷 / 1-2期
关键词：
perturbed random walk; first passage times; complete convergence; sequential analysis;
D O I：
10.1556/SScMath.37.2001.1-2.3
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
First passage 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.
引用
收藏
页码：53 / 67
页数：15
相关论文
共 50 条
  • [1] FIRST-PASSAGE TIMES OF TWO-DIMENSIONAL BROWNIAN MOTION
    Kou, Steven
    Zhong, Haowen
    [J]. ADVANCES IN APPLIED PROBABILITY, 2016, 48 (04) : 1045 - 1060
  • [2] Two comparison theorems for nonlinear first passage times and their linear counterparts
    Alsmeyer, G
    [J]. STATISTICS & PROBABILITY LETTERS, 2001, 55 (02) : 163 - 171
  • [3] Mean first passage times of two-dimensional processes with jumps
    Bo, Lijun
    Lefebvre, Mario
    [J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (08) : 1183 - 1189
  • [4] First passage times: Busy periods and waiting times
    徐光煇
    袁学明
    [J]. ScienceinChina,Ser.A., 1995, Ser.A.1995 (10) - 1201
  • [5] First passage times: Busy periods and waiting times
    徐光煇
    袁学明
    [J]. Science China Mathematics, 1995, (10) : 1187 - 1201
  • [6] Rates and mean first passage times
    Muller, R
    Talkner, P
    Reimann, P
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1997, 247 (1-4) : 338 - 356
  • [7] New First Passage Times and Their Distributions
    Cui, Lirong
    Chen, Jianhui
    Gao, Hongda
    Shen, Jingyuan
    [J]. 2016 SECOND INTERNATIONAL SYMPOSIUM ON STOCHASTIC MODELS IN RELIABILITY ENGINEERING, LIFE SCIENCE AND OPERATIONS MANAGEMENT (SMRLO), 2016, : 20 - 22
  • [8] Extremal first passage times for trees
    Kirkland, SJ
    Neumann, M
    [J]. LINEAR & MULTILINEAR ALGEBRA, 2000, 48 (01): : 21 - 33
  • [9] DOMAINS OF ATTRACTION OF FIRST PASSAGE TIMES
    ROOT, DH
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02): : 681 - &
  • [10] LIMIT DISTRIBUTIONS FOR FIRST PASSAGE TIMES
    BEUERMAN, DR
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05): : 1788 - &
12345