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Rapidly growing random walks and an associated stopping time

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Publication:1135055
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DOI10.1214/aop/1176994903zbMath0424.60024OpenAlexW2066351581MaRDI QIDQ1135055

Henry Teicher

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aop/1176994903

zbMATH Keywords

stopping timerandom walkslowly varyinggeneralized law of the iterated logarithm


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40)


Related Items

Ruin probability with claims modeled by a stationary ergodic stable process., Iterated logarithm results for rapidly growing random walk



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