Asymptotic expansions for the distributions of stopped random walks and first passage times

DOI10.1214/aop/1176988491zbMath0843.60046OpenAlexW2036635331MaRDI QIDQ1904490

Julia Qizhi Wang, Tze Leung Lai

Publication date: 13 August 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988491

zbMATH Keywords

asymptotic distributionrandom walkfirst passage timeEdgeworth expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)