First passage time distribution for linear functions of a random walk

DOI10.3103/S1068362318040052zbMath1409.60070OpenAlexW2895060859MaRDI QIDQ1616198

Behrouz Fathi-Vajargah, Mahmod Navidi

Publication date: 1 November 2018

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1068362318040052

zbMATH Keywords

first passage timelocal limit theoremperturbed random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Asymptotic expansions in boundary crossing problems
• Limit theorems for first-passage times in linear and non-linear renewal theory

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