SOME PROPERTIES OF ONE-SIDED STOPPING TIMES

Let ${\tau}_a$ be the first time that a perturbed random walk with extended real-valued independent and identically distributed (i.i.d.) random variables crosses a constant boundary $a{\geq}0$. For the stopping times ${\tau}_a$ we investigate some basic properties and obtain its limiting distribution as $a{\rightarrow}{\infty}$ and an upper bound of the expected stopping times E(${\tau}_a$).