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A note on the times of first passage for `nearly right-continuous' random walks


 
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1. Title Title of document A note on the times of first passage for `nearly right-continuous' random walks
 
2. Creator Author's name, affiliation, country Matija Vidmar; University of Warwick; United Kingdom
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random walks; first entrance/passage times; fluctuation theory
 
3. Subject Subject classification 60G50
 
4. Description Abstract A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit - on each of the two events, which correspond to overshoot zero and one, separately - a tractable probability generating function. Some applications are considered.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Slovene Human Resources Development and Scholarship Fund
 
7. Date (YYYY-MM-DD) 2014-11-01
 
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/3735
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3735
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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