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Erstaustrittszeiten

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Erneuerungstheorie

Part of the book series: Teubner Skripten zur Mathematischen Stochastik ((TSMS))

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Zusammenfassung

In diesem Paragraphen kehren wir zurück zu den in 0.3 vorgestellten Erstaustrittszeiten

$$ \tau (b) = \inf \{ n \geqslant 1:{S_n} > b\} ,b \geqslant 0\quad (\inf \phi \mathop = \limits^{def} \infty )$$
(4.1)

für einen SRW (S n ) n≥0 mit positiver Drift µ = EX 1.

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Authors and Affiliations

  1. Universität Kiel, Kiel, Deutschland

    Privat-Dozent Dr. rer. nat. Gerold Alsmeyer

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  1. Privat-Dozent Dr. rer. nat. Gerold Alsmeyer
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© 1991 Springer Fachmedien Wiesbaden

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Alsmeyer, G. (1991). Erstaustrittszeiten. In: Erneuerungstheorie. Teubner Skripten zur Mathematischen Stochastik. Vieweg+Teubner Verlag, Wiesbaden. https://doi.org/10.1007/978-3-663-09977-2_5

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  • DOI: https://doi.org/10.1007/978-3-663-09977-2_5

  • Publisher Name: Vieweg+Teubner Verlag, Wiesbaden

  • Print ISBN: 978-3-519-02730-0

  • Online ISBN: 978-3-663-09977-2

  • eBook Packages: Springer Book Archive

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