Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments

DOI10.1016/j.spl.2013.02.015zbMath1292.60053OpenAlexW1987004986MaRDI QIDQ386279

Yang Yang, Kai Yong Wang, Chang Jun Yu

Publication date: 9 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.015

zbMATH Keywords

random walkuniform asymptoticsovershoot

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

Related Items (1)

Asymptotics for the solutions to defective renewal equations

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