Random walks crossing high level curved boundaries

DOI10.1023/A:1022621016708zbMath0919.60070OpenAlexW2028188849MaRDI QIDQ1272500

Harry Kesten, Ross A. Maller

Publication date: 3 January 1999

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

Full work available at URL: https://doi.org/10.1023/a:1022621016708

zbMATH Keywords

random walksfirst passage times

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (3)

Stochastic bounds for Lévy processes. ⋮ Almost sure relative stability of the overshoot of power law boundaries ⋮ Overshoots over curved boundaries

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