Equivalence of two conditions on singular components

M. S. Sgibnev

Statistics & Probability Letters, 1998, vol. 40, issue 2, 127-131

Abstract: We consider random walks with drift and establish the equivalence of two general conditions on the singular components of the underlying distribution and of the distribution of the first positive sum.

Keywords: Random; walk; with; drift; First; positive; sum; Singular; component; Renewal; measure (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00074-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:40:y:1998:i:2:p:127-131

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().