Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant

Annals of Probability

Volumn 24, Issue 2, 1996, Pages 932-960

  Aspandiiarov, S ^a   Iasnogorodski, R ^b   Menshikov, M ^c  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b UNIVERSITÉ D'ORLÉANS   (France)

^c MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Passage time; Recurrence classification; Reflected random walks

Indexed keywords

EID: 0030485949     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1039639371     Document Type: Article

References (14)

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