The Crossing Time of a One-Sided Nonlinear Boundary by Sums of Independent Random Variables

DOI10.1137/1127081zbMath0521.60055OpenAlexW2000865694MaRDI QIDQ3670300

Alexander Novikov

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1137/1127081

zbMATH Keywords

asymptoticsstopping timeboundary crossing

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (9)

First-passage times for random walks with nonidentically distributed increments ⋮ On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary ⋮ Curve crossing for random walks reflected at their maximum ⋮ Statistical properties of sites visited by independent random walks ⋮ The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues ⋮ First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures ⋮ First-passage time asymptotics over moving boundaries for random walk bridges ⋮ An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk

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