On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk

DOI10.1016/J.APM.2015.08.004zbMath1446.60037OpenAlexW1732592408MaRDI QIDQ2290051

Mahmod Navidi, Behrouz Fathi-Vajargah

Publication date: 27 January 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2015.08.004

zbMATH Keywords

first passage timeperturbed random walklocal probabilities of crossing the boundaryovershoot of a random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• 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
• A nonlinear renewal theorem for discrete random variables
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