Stability and other limit laws for exit times of random walks from a strip or a halfplane

DOI10.1016/S0246-0203(99)00108-9zbMath0940.60064OpenAlexW2070652756MaRDI QIDQ1818098

Harry Kesten, Ross A. Maller

Publication date: 4 January 2000

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_6_685_0

zbMATH Keywords

sequential analysispassage timerelatively stable random walkstability of the maximal sum

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Related Items (6)

Stability of the exit time for Lévy processes ⋮ On the limiting behaviour of Lévy processes at zero ⋮ Drift to infinity and the strong law for subordinated random walks and Lévy processes ⋮ Overshoots over curved boundaries ⋮ Renewal theorems and stability for the reflected process ⋮ A renewal theorem for relatively stable variables

This page was built for publication: Stability and other limit laws for exit times of random walks from a strip or a halfplane