Translator Disclaimer
2014 A note on the times of first passage for `nearly right-continuous' random walks
Matija Vidmar
Author Affiliations +
Electron. Commun. Probab. 19: 1-7 (2014). DOI: 10.1214/ECP.v19-3735

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.

Citation

Download Citation

Matija Vidmar. "A note on the times of first passage for `nearly right-continuous' random walks." Electron. Commun. Probab. 19 1 - 7, 2014. https://doi.org/10.1214/ECP.v19-3735

Information

Accepted: 1 November 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1307.60054
MathSciNet: MR3274521
Digital Object Identifier: 10.1214/ECP.v19-3735

Subjects:
Primary: 60G50

JOURNAL ARTICLE
7 PAGES


SHARE
Back to Top