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Asymptotics of first passage times for random walk in an orthant - MaRDI portal

Asymptotics of first passage times for random walk in an orthant (Q1296589)

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scientific article; zbMATH DE number 1319821
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English
Asymptotics of first passage times for random walk in an orthant
scientific article; zbMATH DE number 1319821

    Statements

    Asymptotics of first passage times for random walk in an orthant (English)
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    2 August 1999
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    random walk
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    rare events
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    change of measure
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