First-passage time asymptotics over moving boundaries for random walk bridges

DOI10.1017/jpr.2018.39zbMath1401.60082arXiv1708.02408OpenAlexW2742412853WikidataQ129483616 ScholiaQ129483616MaRDI QIDQ4684963

Vitali Wachtel, Fiona Sloothaak, Bert Zwart

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.02408

zbMATH Keywords

moving boundaryrandom walkbridgefirst-passage time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites Work

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