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Short Technical Note

First-Passage Times for Random Partial Sums: Yadrenko’s Model for e and Beyond

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Pages 111-114 | Received 16 May 2023, Accepted 28 Jul 2023, Published online: 21 Sep 2023

References

  • Abramowitz, M., and Stegun, I. A. (1964), Handbook of Mathematical Functions (Vol. 256), Applied Mathematics Series 55. Washington, DC: U.S. National Bureau of Standards, Government Printing Office.
  • Feller, W. (1971), An Introduction to Probability Theory and Its Applications (Vol. 2), New York: Wiley.
  • Gnedenko, B. V. (1978), The Theory of Probability, translated by George Yankovsky, Moscow: Mir Publishers.
  • Nolan, J. P. (2020), Univariate Stable Distributions: Models for Heavy Tailed Data, Cham: Springer. DOI: 10.1007/978-3-030-52915-4.
  • Russell, K. G. (1983), “On the Number of Uniform Random Variables Which Must Be Added To Exceed a Given Level,” Journal of Applied Probability, 20, 172–177. DOI: 10.2307/3213732.
  • Russell, K. G. (1991), “Estimating the Value of e by Simulation,” American Statistician, 45, 66–68.
  • The Mathworks, Inc. (2023), “Matlab, version R2023a,” Natick, MA. Available at https://www.mathworks.com/

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