On the Speed of Convergence in a Boundary Problem

DOI10.1137/1119047zbMath0325.60073OpenAlexW2080021362MaRDI QIDQ4089615

Aleksandr Ivanovich Sakhanenko

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1137/1119047

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Boundary theory for Markov processes (60J50)

Related Items (4)

Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process ⋮ On the lower limits of maxima and minima of wiener process and partial sums ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component ⋮ Mixing limit theorems of maximum of absolute sums and their convergence rates

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