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Original Articles

PROPERTIES OF THE MINIMUM POINT OF AN UNBALANCED TWO-SIDED RANDOM WALK

Pages 2393-2414 | Received 01 Aug 2000, Published online: 15 Aug 2006

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  • Wu , Y. 1999 . Second order expansions for the moments of minimum point of an unbalanced two-sided normal random walk . Ann. Inst. Statist. Math , 51 : 187 – 200 .
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  • Chang , J. T. 1992 . On moments of the first ladder height of random walks with small drift . Ann. Appl. Probab. , 2 : 714 – 738 .
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  • Chow , Y. S. , Robbins , H. and Teicher , H. 1965 . Moments of randomly stopped sums . Ann. Math. Statist. , 36 : 789 – 799 .
  • Siegmund , D. 1985 . Sequential Analysis New York : Springer .

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