Hostname: page-component-848d4c4894-m9kch Total loading time: 0 Render date: 2024-05-01T07:23:49.607Z Has data issue: false hasContentIssue false
  • English
  • Français

A note on left-continuous random walks

Published online by Cambridge University Press:  14 July 2016

Gérard Letac ,
Pierre Mazet  and
Gérard Schiffmann
Gérard Letac
Affiliation:
Université Paul Sabatier, Toulouse
Pierre Mazet
Affiliation:
Université de Paris VI
Gérard Schiffmann
Affiliation:
Université Louis-Pasteur, Strasbourg
Get access Rights & Permissions [Opens in a new window]

Abstract

Let ℒ be the set of probability measures concentrated on { − 1, 0, 1, 2, …}. Then, if μ0 is in ℒ, there exists at most one μ1 in ℒ, with μ0≠ μ1, such that for all n = 1, 2, ….

Keywords

RANDOM WALKSRENEWAL SEQUENCES
Type
Short Communications
Information
Journal of Applied Probability , Volume 13 , Issue 4 , December 1976 , pp. 814 - 817
Copyright
Copyright © Applied Probability Trust 1976 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Feller, W. (1967), (1970) An Introduction to Probability Theory and its Applications Vol. 1 3rd edn., Vol.2 2nd edn. Wiley, New York.Google Scholar
[2] Letac, G. (1970) Problèmes de Probabilité, Problème No. 68. Presses Universitaires de France, Paris.Google Scholar
[3] Spitzer, F. (1964) Principles of Random Walk. Van Nostrand, Princeton, N.J.Google Scholar