RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 1, Pages 174–181 (Mi tvp2283)

Short Communications

Some results connected with the expectation process

I. Yu. Fañtorovič

Leningrad

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.

Received: 14.02.1979


 English version:
Theory of Probability and its Applications, 1982, 27:1, 183–190

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024