The Ruin Problem and Cover times of Asymetric Ran- Dom Walks and Brownian Motions
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چکیده
A simple asymmetric random walk on the integers is stopped when its range is of a given length. When and where is it stopped? Analogous questions can be stated for a Brownian motion. Such problems are studied using results for the classical ruin problem, yielding results for the cover time and the range, both for asymmetric random walks and Brownian motion with drift.
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تاریخ انتشار 1999