Asymptotic Expansion for the Distribution of Nonlinear Boundary Crossing Time

DOI10.1137/1137109zbMath0783.60048OpenAlexW2163850926MaRDI QIDQ4030704

Fada G. Ragimov

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1137/1137109

zbMATH Keywords

asymptotic expansionfirst exit timeintegral limit theoremnonlinear boundary crossing problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Distribution theory (60E99)

Related Items (1)

On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary

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