Stopped two-dimensional perturbed random walks and Lévy processes

DOI10.1016/S0167-7152(97)00028-XzbMath0890.60021MaRDI QIDQ1373942

Allan Gut

Publication date: 23 June 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

central limit theoremfirst passage timestopped processperturbed Lévy process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Sequential statistical analysis (62L10) Markov processes (60J99) Renewal theory (60K05)

Related Items (3)

Some remarks on repeated significance tests for linear contrasts. ⋮ Invariance principles for the first passage times of perturbed random walks ⋮ Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Repeated significance tests for exponential families
• Large deviations of likelihood ratio statistics with applications to sequential testing
• Stopped Lévy processes with applications to first passage times
• On the asymptotic distribution of the sum of a random number of independent random variables
• First passage times for perturbed random walks
• On a.s. and r-mean convergence of random processes with an application to first passage times
• Estimation Following Sequential Tests
• Repeated likelihood ratio tests for curved exponential families

This page was built for publication: Stopped two-dimensional perturbed random walks and Lévy processes