Accession Number : ADA140923

Title :   Comment on 'Corrected Diffusion Approximations in Certain Random Walk Problems'.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Hogan,M L

PDF Url : ADA140923

Report Date : May 1984

Pagination or Media Count : 18

Abstract : This paper is concerned with extensions to the nonexponential family case of two problems considered in an earlier work. The first problem is to find the expected value of the maximum of a random walk with small, negative drift, and the second is to find the distribution of the same quantity.

Descriptors :   *Probability distribution functions, *Approximation(Mathematics), *Diffusion, Corrections, Convergence, Integrals, Exponential functions, Drift, Numerical methods and procedures

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE