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Precise large deviations for the first passage time of a random walk with negative drift - MaRDI portal

Precise large deviations for the first passage time of a random walk with negative drift (Q5233982)

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scientific article; zbMATH DE number 7102566
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Precise large deviations for the first passage time of a random walk with negative drift
scientific article; zbMATH DE number 7102566

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    Precise large deviations for the first passage time of a random walk with negative drift (English)
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    9 September 2019
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    first passage time
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    ruin problem
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    large deviations
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    random walk
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