On the number of jumps of random walks with a barrier

Advances in Applied Probability

Volumn 40, Issue 1, 2008, Pages 206-228

  Iksanov, Alex ^a   Möhle, Martin ^b  

^a TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

^b HEINRICH HEINE UNIVERSITY   (Germany)

Author keywords

Absorption time; Beta coalescent; Coupling; Exponential integral; Mittag Leffler distribution; Random recursive equation; Random walk; Stable limit; Subordinator

Indexed keywords

INTEGRAL EQUATIONS; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM VARIABLES;

BETA COALESCENT; EXPONENTIAL INTEGRAL; MITTAG-LEFFLER DISTRIBUTION; RANDOM RECURSIVE EQUATION; RANDOM WALKS;

RANDOM PROCESSES;

EID: 44649151115     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1208358893     Document Type: Article

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