Asymptotic expansions in boundary crossing problems

DOI10.1214/aop/1176992258zbMath0619.60023OpenAlexW1979467393MaRDI QIDQ1089667

Michael B. Woodroofe, Robert W. Keener

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992258

zbMATH Keywords

asymptotic expansionsEdgeworth expansionsnonlinear renewal theoryexcess over the boundary

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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