Random walks crossing curved boundaries: a functional limit theorem, stability and asymptotic distributions for exit times and positions

DOI10.1239/aap/1013540351zbMath0976.60082OpenAlexW1976705943MaRDI QIDQ2713161

Ronald Arthur Doney, Ross A. Maller

Publication date: 2 January 2002

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1013540351

zbMATH Keywords

functional limit theoremexit timerelative stabilitycurved boundaryexit positiondomain of attraction of the normal

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) Renewal theory (60K05)

Related Items (7)

Almost sure relative stability of the overshoot of power law boundaries ⋮ Small and large time stability of the time taken for a Lévy process to cross curved boundaries ⋮ Overshoots over curved boundaries. II ⋮ Overshoots over curved boundaries ⋮ Renewal theorems and stability for the reflected process ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Windings of Planar Stable Processes

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