On the Maximum and Absorption Time of Left-Continuous Random Walk.
Abstract
In a recent paper P.J. Green obtained some conditional limit theorems for the absorption time of left-continuous random walk. His methods required certain distributions to have exponentially decreasing tails. Here a different approach is taken to produce Green's results under minimal conditions. Limit theorems are given for the maximum as the initial position of the random walk tends to infinity. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1977
- Accession Number
- ADA049687
Entities
People
- Anthony G. Pakes
Organizations
- Princeton University