The maximum and time to absorption of a left-continuous random walk
- 1 March 1976
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 13 (03) , 444-454
- https://doi.org/10.1017/s0021900200103997
Abstract
For a left-continuous random walk, absorbing at 0, the joint distribution of the maximum and time to absorption is derived. A description of the tails of the distributions and a conditional limit theorem are obtained for the cases where absorption is certain.Keywords
This publication has 4 references indexed in Scilit:
- Conditional limit theorems for a left-continuous random walkJournal of Applied Probability, 1973
- The total progeny in a branching process and a related random walkJournal of Applied Probability, 1969
- ON THE MAXIMA OF ABSORBING MARKOV CHAINSAustralian Journal of Statistics, 1967
- On the Convergence of Sequences of Moment Generating FunctionsThe Annals of Mathematical Statistics, 1947