Asymptotic Analysis of Distributions in Problems with Two Boundaries. I

DOI10.1137/1124059zbMath0435.60043OpenAlexW4256348660MaRDI QIDQ3875026

Vladimir Ivanovich Lotov

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1137/1124059

zbMATH Keywords

asymptotic analysis

Mathematics Subject Classification ID

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

Related Items (4)

Approximation of the expectation of the first exit time from an interval for a random walk ⋮ Inequalities in a two-sided boundary crossing problem for stochastic processes ⋮ Properties of factorization operators in boundary crossing problems for random walks ⋮ On the Asymptotics of the Ruin Probability

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