First passage times for perturbed random walks

DOI10.1080/07474949208836251zbMath0754.60076OpenAlexW1545920510MaRDI QIDQ4012355

Allan Gut

Publication date: 27 September 1992

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949208836251

zbMATH Keywords

rate of convergenceuniform integrabilitycentral limit theoremlaw of iterated logarithmperturbed random walkconvergence to stable laws

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (9)

Tools to Estimate the First Passage Time to a Convex Barrier ⋮ Tail asymptotics for the maximum of perturbed random walk ⋮ Stopped two-dimensional perturbed random walks and Lévy processes ⋮ Stopped Lévy processes with applications to first passage times ⋮ Some properties of multiple decisions following a sequential test ⋮ SOME REMARKS ON “FIRST PASSAGE TIMES FOR PERTURBED RANDOM WALKS” ⋮ Two comparison theorems for nonlinear first passage times and their linear counterparts ⋮ Some remarks on repeated significance tests for linear contrasts. ⋮ Invariance principles for the first passage times of perturbed random walks

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