Conditional expected durations of play given the ultimate outcome for a correlated random walk

In this paper, we use difference equation methods to present a derivation of the conditional expected durations of play for the correlated walk conditional upon absorption at 0 and absorption at a.

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Year of publication:	1986
Authors:	Mukherjea, A. ; Steele, D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 5, p. 237-243
Publisher:	Elsevier
Subject:	correlated walk conditional expected duration

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259306