Fluctuation identities applied to the hitting time of a half-line in the plane

DOI10.1007/s10959-008-0192-4zbMath1160.60018OpenAlexW2063964130MaRDI QIDQ1014061

Yasuki Isozaki

Publication date: 24 April 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0192-4

zbMATH Keywords

random walksasymptotic estimatesfirst hitting timesfluctuation identities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes

Cites Work

• Hitting time of a half-line by two-dimensional random walk
• Asymptotic estimates for the distribution of additive functionals of Brownian motion by the Wiener-Hopf factorization method
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Fluctuation identities applied to the hitting time of a half-line in the plane