학술저널
SOME PROPERTIES OF ONE-SIDED STOPPING TIMES
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 8, No. 1
-
1995.0611 - 17 (7 pages)
- 0
Let Ta be the first time that a perturbed random walk with extended real-valued independent and identically distributed (i.i.d.) random variables crosses a constant boundary a ≥ 0. For the stopping times Ta we investigate some basic properties and obtain its limiting distribution as a → ∞ and an upper bound of the expected stopping times E(Ta).
ABSTRACT
1. Introduction
2. Some Properties of One-Sided Stopping Times
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