Bounds for the Number of Crossings of a Strip by Random Walk Paths
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Publication:4558349
DOI10.1007/s10958-018-3731-2zbMath1413.60036OpenAlexW2793927786WikidataQ130195219 ScholiaQ130195219MaRDI QIDQ4558349
A. P. L'Vov, Vladimir Ivanovich Lotov
Publication date: 21 November 2018
Published in: Journal of Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-018-3731-2
Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)
Cites Work
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- On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk
- A maximal inequality for supermartingales
- On the number of crossings of a strip for stochastic processes with independent increments
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk
- On the number of crossings of a strip by sample paths of a random walk
- On the Asymptotics of the Ruin Probability
- Upper Bounds for the Maximum of a Random Walk with Negative Drift
- On Excess Over the Boundary
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