Abstract
A definition of duality for pairs of stopping times of any random walk is motivated by the duality relation of ascending and descending ladder epochs $N, \bar{N}$ of random walk in $R^1$. Dual pairs share several of the properties of the pair $N, \bar{N}$.
Citation
Priscilla Greenwood. Moshe Shaked. "Dual Pairs of Stopping Times for Random Walk." Ann. Probab. 6 (4) 644 - 650, August, 1978. https://doi.org/10.1214/aop/1176995484
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