Moments of the first descending epoch for a random walk with negative drift

Sergey Foss, Timofei Prasolov

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

Original language	English
Article number	109547
Journal	Statistics and Probability Letters
Early online date	1 Jun 2022
DOIs	https://doi.org/10.1016/j.spl.2022.109547
Publication status	E-pub ahead of print - 1 Jun 2022

Access to Document

Download pdf
Accepted author manuscript, 242 KB
Licence: CC BY-NC-ND
Embargo ends: 1/06/23

@article{eb278429c5eb4a939b98d978fcaaca5d,

title = "Moments of the first descending epoch for a random walk with negative drift",

author = "Sergey Foss and Timofei Prasolov",

year = "2022",

month = jun,

day = "1",

doi = "10.1016/j.spl.2022.109547",

language = "English",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}