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Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments - MaRDI portal

Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279)

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scientific article; zbMATH DE number 6236663
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English
Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
scientific article; zbMATH DE number 6236663

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    Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (English)
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    9 December 2013
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    uniform asymptotics
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    overshoot
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    random walk
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