AbstractMartingales involving the maximum or minimum of skip-free random walks are derived. Continuous time analogues are used to study first passage times for the M/M/1 queue and stopping times for Brownian motion
AbstractThe semi-Markov process studied here is a generalized random walk on the non-negative intege...
In this thesis, the problem of computing the cumulative distribution function (cdf) of the random ti...
AbstractMoment inequalities for point process martingales are considered. Our main result is a point...
Martingales involving the maximum or minimum of skip-free random walks are derived. Continuous time ...
AbstractMartingales involving the maximum or minimum of skip-free random walks are derived. Continuo...
AbstractLet {(ξk, ηk), k>⩾} be a sequence of independent random vectors with values in {-1, 0, …} ×{...
AbstractWe derive simple criteria to ensure the finiteness of the mean first-passage times into semi...
AbstractA martingale argument is used to derive the generating function of the number of i.i.d. expe...
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the ...
Given a random time, we give some characterizations of the set of martingales for which the stopping...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
AbstractGiven a random time, we give some characterizations of the set of martingales for which the ...
A martingale argument is used to derive the generating function of the number of i.i.d. experiments ...
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications i...
We construct a class of nonnegative martingale processes that oscillate indefinitely with high proba...
AbstractThe semi-Markov process studied here is a generalized random walk on the non-negative intege...
In this thesis, the problem of computing the cumulative distribution function (cdf) of the random ti...
AbstractMoment inequalities for point process martingales are considered. Our main result is a point...
Martingales involving the maximum or minimum of skip-free random walks are derived. Continuous time ...
AbstractMartingales involving the maximum or minimum of skip-free random walks are derived. Continuo...
AbstractLet {(ξk, ηk), k>⩾} be a sequence of independent random vectors with values in {-1, 0, …} ×{...
AbstractWe derive simple criteria to ensure the finiteness of the mean first-passage times into semi...
AbstractA martingale argument is used to derive the generating function of the number of i.i.d. expe...
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the ...
Given a random time, we give some characterizations of the set of martingales for which the stopping...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
AbstractGiven a random time, we give some characterizations of the set of martingales for which the ...
A martingale argument is used to derive the generating function of the number of i.i.d. experiments ...
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications i...
We construct a class of nonnegative martingale processes that oscillate indefinitely with high proba...
AbstractThe semi-Markov process studied here is a generalized random walk on the non-negative intege...
In this thesis, the problem of computing the cumulative distribution function (cdf) of the random ti...
AbstractMoment inequalities for point process martingales are considered. Our main result is a point...
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