A note on the \(J_1\)-convergence of a first-passage process

DOI10.1016/0304-4149(76)90033-8zbMath0336.60035OpenAlexW1970289774MaRDI QIDQ1230308

N. R. Mohan

Publication date: 1976

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(76)90033-8

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Foundations of stochastic processes (60G05)

Cites Work

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• Extension of a renewal theorem
• Weak convergence and first passage times
• Maxima of sums of random variables and suprema of stable processes
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk

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