Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks

DOI10.3103/S1055134416040015zbMath1374.60082MaRDI QIDQ2959181

Aleksandr A. Borovkov

Publication date: 9 February 2017

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionrandom walksthreshold phenomenastability theoremsecond-order asymptoticsboundary functional

Mathematics Subject Classification ID

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

Related Items (2)

Boundary crossing problems for compound renewal processes ⋮ Properties of factorization operators in boundary crossing problems for random walks

Cites Work

• Absolute Estimates for Moments of Certain Boundary Functionals
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