On the position of a random walk at the time of first exit from a sphere

DOI10.1214/aop/1176989808zbMath0756.60060OpenAlexW2075220853MaRDI QIDQ1196942

Philip S. Griffin, Terry R. McConnell

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989808

zbMATH Keywords

growth ratesrandom walkmultivariate renewal theoryovershootboundedness of moments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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Stability of the overshoot for Lévy processes ⋮ Almost sure relative stability of the overshoot of power law boundaries ⋮ Compactness and continuity properties for a Lévy process at a two-sided exit time ⋮ On fluctuations of a multivariate random walk with some applications to stock options trading and hedging ⋮ Random Walk Analysis in Antagonistic Stochastic Games ⋮ On the limiting behaviour of Lévy processes at zero ⋮ Overshoots over curved boundaries. II ⋮ Overshoots over curved boundaries ⋮ Renewal theorems and stability for the reflected process ⋮ Multilayers in a modulated stochastic game ⋮ On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process ⋮ Random observations of marked Cox processes. Time insensitive functionals ⋮ Harnack inequalities and difference estimates for random walks with infinite range

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