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Inequalities for the average exit time of a random walk from an interval. / Lotov, V.

In: Izvestiya Mathematics, Vol. 85, No. 4, 07.2021, p. 745-754.

Research output: Contribution to journal › Article › peer-review

Harvard

Lotov, V 2021, 'Inequalities for the average exit time of a random walk from an interval', Izvestiya Mathematics, vol. 85, no. 4, pp. 745-754. https://doi.org/10.1070/IM9068

APA

Lotov, V. (2021). Inequalities for the average exit time of a random walk from an interval. Izvestiya Mathematics, 85(4), 745-754. https://doi.org/10.1070/IM9068

Vancouver

Lotov V. Inequalities for the average exit time of a random walk from an interval. Izvestiya Mathematics. 2021 Jul;85(4):745-754. doi: 10.1070/IM9068

Author

Lotov, V. / Inequalities for the average exit time of a random walk from an interval. In: Izvestiya Mathematics. 2021 ; Vol. 85, No. 4. pp. 745-754.

BibTeX

@article{03ff86f099324276afc84c7592969b57,
title = "Inequalities for the average exit time of a random walk from an interval",
abstract = "Two-sided inequalities are obtained for the average exit time from an interval for a random walk with zero and negative drift.",
keywords = "boundary value problem, exit time from an interval, random walk, Wald's sequential criterion, Exit time from an interval, Boundary value problem, Random walk, Wald{\textquoteright}s sequential criterion",
author = "V. Lotov",
note = "Funding Information: The research was completed with the partial support of the Programme of Fundamental Research of the Siberian Branch of the Russian Academy of Sciences no. I.1.3 (project no. 0314-2016-0008) and by an RFBR grant (project no. 18-01-00101a). Publisher Copyright: {\textcopyright} 2021 Russian Academy of Sciences (DoM) and London Mathematical Society",
year = "2021",
month = jul,
doi = "10.1070/IM9068",
language = "English",
volume = "85",
pages = "745--754",
journal = "Izvestiya Mathematics",
issn = "1064-5632",
publisher = "IOP Publishing Ltd.",
number = "4",

}

RIS

TY - JOUR

T1 - Inequalities for the average exit time of a random walk from an interval

AU - Lotov, V.

N1 - Funding Information: The research was completed with the partial support of the Programme of Fundamental Research of the Siberian Branch of the Russian Academy of Sciences no. I.1.3 (project no. 0314-2016-0008) and by an RFBR grant (project no. 18-01-00101a). Publisher Copyright: © 2021 Russian Academy of Sciences (DoM) and London Mathematical Society

PY - 2021/7

Y1 - 2021/7

N2 - Two-sided inequalities are obtained for the average exit time from an interval for a random walk with zero and negative drift.

AB - Two-sided inequalities are obtained for the average exit time from an interval for a random walk with zero and negative drift.

KW - boundary value problem

KW - exit time from an interval

KW - random walk

KW - Wald's sequential criterion

KW - Exit time from an interval

KW - Boundary value problem

KW - Random walk

KW - Wald’s sequential criterion

UR - http://www.scopus.com/inward/record.url?scp=85116000244&partnerID=8YFLogxK

U2 - 10.1070/IM9068

DO - 10.1070/IM9068

M3 - Article

VL - 85

SP - 745

EP - 754

JO - Izvestiya Mathematics

JF - Izvestiya Mathematics

SN - 1064-5632

IS - 4

ER -

ID: 34269125