The Distribution of the Number of Crossings of a Strip by Paths of the Simplest Random Walks and of a Wiener Process with Drift

DOI10.1137/S0040585X97985261zbMath1245.60049MaRDI QIDQ2882769

I. S. Borisov, Unnamed Author

Publication date: 7 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

random walkWiener process with driftdistribution of the number of crossings of a stripDonsker-Prohorov invariance principle

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (3)

The modified sequential hedging strategy: hedger's loss distribution ⋮ Scaling limit theorem for transient random walk in random environment ⋮ On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk

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