On Conditioning a Random Walk to Stay Nonnegative
Work
Year: 1994
Type: article
Abstract: Let $S$ be a real-valued random walk that does not drift to $\infty$, so $P(S_k \geq 0$ for all $k) = 0$. We condition $S$ to exceed $n$ before hitting the negative half-line, respectively, to stay no... more
Source: The Annals of Probability
Authors Jean Bertoin, R. A. Doney
Cites:
Cited by: 195
Related to: 10
FWCI: 2.588
Citation percentile (by year/subfield): 97.61
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze