Randomly observed random walks

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Article ID:	iaor1992279
Country:	United States
Volume:	7
Start Page Number:	219
End Page Number:	231
Publication Date:	Aug 1991
Journal:	Stochastic Models
Authors:	Yannaros N.
Keywords:	stochastic processes

Abstract:

The paper studies thinned random walks obtained by independently observing the positions of some original random walk with a probability p. The model can be used in insurance risk, dam and storage theory and others. The paper gives Lundberg inequalities for thinned random walks, and studies their limit behaviour, as p⇒0.

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