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The maximum and time to absorption of a left-continuous random walk

Published online by Cambridge University Press:  14 July 2016

P. J. Green
P. J. Green*
Affiliation:
University of Bath
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Abstract

For a left-continuous random walk, absorbing at 0, the joint distribution of the maximum and time to absorption is derived. A description of the tails of the distributions and a conditional limit theorem are obtained for the cases where absorption is certain.

Keywords

BRANCHING PROCESSMAXIMUMTOTAL PROGENYLIMIT THEOREMSLEFT-CONTINUOUS RANDOM WALK

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 13 , Issue 3 , September 1976, pp. 444 - 454
Copyright
Copyright © Applied Probability Trust 1976 

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