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Bounds on exponential moments of
hitting
times
for reflected processes on the positive orthant
Lee, Chihoon
- In:
Statistics & Probability Letters
82
(
2012
)
6
,
pp. 1120-1128
upper bound on exponential moments of
hitting
times
, which grows at an exponential rate in terms of the initial condition of …
Persistent link: https://www.econbiz.de/10011040006
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