Abstract:
In the paper we find the necessary and sufficient conditions for the exponentiality of the asymptotics of the average time which is needed for the integer expectation process $W_t(t=0,1,2,\dots)$ to reach the level $N\to\infty$. It is established also that the well-known sufficient condition for the exponentiality of
$$
\mu_N=\mathbf P\{\max_{n\ge 0}S_n=N\}
$$
(where $S_n$ is a random walk with negative drift) is a necessary one.