Weak convergence and first passage times
From MaRDI portal
Publication:4062448
DOI10.2307/3212446zbMath0306.60031OpenAlexW4253455337MaRDI QIDQ4062448
Publication date: 1975
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212446
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10)
Related Items (4)
Some invariance principles for stochastic processes and their inverse and supremum processes ⋮ Functional limit theorems for cumulative processes and stopping times ⋮ A note on the \(J_1\)-convergence of a first-passage process ⋮ Some functional limit theorems for multidimensional random walks
This page was built for publication: Weak convergence and first passage times
