Geodesic
Inequalities for the average exit time of a random walk from an~interval
Izvestiya. Mathematics , Tome 85 (2021) no. 4, pp. 745-754

Voir la notice de l'article provenant de la source Math-Net.Ru

Two-sided inequalities are obtained for the average exit time from an interval for a random walk with zero and negative drift.
Keywords: boundary value problem, exit time from an interval, random walk, Wald's sequential criterion. 
@article{IM2_2021_85_4_a5,
     author = {V. I. Lotov},
     title = {Inequalities for the average exit time of a random walk from an~interval},
     journal = {Izvestiya. Mathematics },
     pages = {745--754},
     publisher = {mathdoc},
     volume = {85},
     number = {4},
     year = {2021},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_2021_85_4_a5/}
}
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V. I. Lotov. Inequalities for the average exit time of a random walk from an~interval. Izvestiya. Mathematics , Tome 85 (2021) no. 4, pp. 745-754. http://geodesic.mathdoc.fr/item/IM2_2021_85_4_a5/