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

页码：53 / 67

页数：15

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