Comment on 'Corrected Diffusion Approximations in Certain Random Walk Problems'.

Abstract

This paper is concerned with extensions to the nonexponential family case of two problems considered in an earlier work. The first problem is to find the expected value of the maximum of a random walk with small, negative drift, and the second is to find the distribution of the same quantity.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1984
Accession Number
ADA140923

Entities

People

  • M. L. Hogan

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • California
  • Convergence
  • Diffusion
  • Governments
  • Harmonic Analysis
  • Integrals
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Random Variables
  • Random Walk
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Quantum spin resonance or Electron Paramagnetic Resonance spectroscopy.
  • Regression Analysis.