The maximum of a random walk reflected at a general barrier

DOI10.1214/105051605000000610zbMath1098.60044arXivmath/0603208OpenAlexW2169811594MaRDI QIDQ2494571

Niels Richard Hansen

Publication date: 29 June 2006

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

Full work available at URL: https://arxiv.org/abs/math/0603208

zbMATH Keywords

renewal theoryexponential change of measureglobal maximumstructural biologyalignment of sequenceslight-tailed incrementsreflection at general barrier

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Protein sequences, DNA sequences (92D20) Renewal theory (60K05)

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Curve crossing for random walks reflected at their maximum ⋮ The maximum of a Lévy process reflected at a general barrier ⋮ Asymptotics for local maximal stack scores with general loop penalty function ⋮ A note on first passage probabilities of a L\'evy process reflected at a general barrier ⋮ Unnamed Item ⋮ Renewal theorems and stability for the reflected process ⋮ Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift

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