A note on nonrecurrent random walks
نویسندگان
چکیده
منابع مشابه
A Note on Nonrecurrent Random Walks1
Let {Xi},i = l, • • • , be a sequence of independent and identically distributed random variables with density function f(x). We shall assume throughout that EXi=p>0. Let {Sn}, n = l, • • • , be the sequence of cumulative sums Sn= 23"-1 -^«'Let H(x) = 23»= i P(Sn ^x) and h(x)=H'(x). Since H(x) is nondecreasing, h(x) is defined for almost all x. Let A be any Borel set of positive real numbers an...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1956
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1956-0083221-3