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
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