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Limit theorems for time and place of the first boundary passage by a multidimensional random walk

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Publication:1595575
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zbMath0974.60034MaRDI QIDQ1595575

Aleksandr A. Borovkov

Publication date: 13 February 2001

Published in: Doklady Mathematics (Search for Journal in Brave)


zbMATH Keywords

multidimensional random walktime and place of the first boundary passage


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)


Related Items (1)

Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors




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