Maximum on a random time interval of a random walk with infinite mean
Maximum on a random time interval of a random walk with infinite mean
About this item
Full title
Maximum on a random time interval of a random walk with infinite mean
Author / Creator
Publisher
New York: Springer US
Journal title
Queueing systems, 2021-08, Vol.98 (3-4), p.211-223
Language
English
Formats
Publication information
Publisher
New York: Springer US
Subjects
More information
Scope and Contents
Contents
Let
ξ
1
,
ξ
2
,
…
be independent, identically distributed random variables with infinite mean
E
[
|
ξ
1
|
]
=
∞
.
Consider a random walk
S
n
=
ξ
1
+
⋯
+
ξ
n
, a stopping time
τ
=
min
{
n
≥
1
:
S
n
≤
0
}
and let
M
Alternative Titles
Full title
Maximum on a random time interval of a random walk with infinite mean
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2563947471
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2563947471
Other Identifiers
ISSN
0257-0130
E-ISSN
1572-9443
DOI
10.1007/s11134-020-09661-z
How to access this item
Log in as a Library member
