On Some First-Crossing-Time Probabilities for a Two-Dimensional Random Walk with Correlated Components. Di Crescenzo, A., Giorno, V., & Nobile, A. G. Advances in Applied Probability, 24(2):441–454, June, 1992.
On Some First-Crossing-Time Probabilities for a Two-Dimensional Random Walk with Correlated Components [link]Paper  doi  bibtex   
@Article{DiCrescenzo:1992:SFC,
  author =       "A. {Di Crescenzo} and V. Giorno and A. G. Nobile",
  title =        "On Some First-Crossing-Time Probabilities for a
                 Two-Dimensional Random Walk with Correlated
                 Components",
  journal =      j-ADV-APPL-PROB,
  volume =       "24",
  number =       "2",
  pages =        "441--454",
  month =        jun,
  year =         "1992",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/1427699",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:08 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i262294;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/1427699",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

Downloads: 0