Indexing metadata

Exponential Moments of First Passage Times and Related Quantities for Random Walks


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document Exponential Moments of First Passage Times and Related Quantities for Random Walks
 
2. Creator Author's name, affiliation, country Alexander Iksanov; National T. Shevchenko University of Kiev
 
2. Creator Author's name, affiliation, country Matthias Meiners; Uppsala University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) first-passage time, last exit time, number of visits, random walk, renewal theory
 
3. Subject Subject classification 60K05; 60G40
 
4. Description Abstract For a zero-delayed random walk on the real line, let $τ(x)$, $N(x)$ and $ρ(x)$ denote the first passage time into the interval $(x,∞)$, the number of visits to the interval $(-∞,x]$ and the last exit time from $(-∞,x]$, respectively. In the present paper, we provide ultimate criteria for the finiteness of exponential moments of these quantities. Moreover, whenever these moments are finite, we derive their asymptotic behaviour, as $x → ∞$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) DFG
 
7. Date (YYYY-MM-DD) 2010-09-26
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1569
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1569
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.