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

DOI10.1137/S0040585X97T988125zbMath1378.60071MaRDI QIDQ5269812

Aleksandr A. Borovkov

Publication date: 28 June 2017

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

zbMATH Keywords

first passage timeovershootarbitrary boundarylocal and integral asymptotics

Mathematics Subject Classification ID

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

Related Items

Generalization and Refinement of the Integro-Local Stone Theorem for Sums of Random Vectors ⋮ Functional limit theorems for compound renewal processes ⋮ Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process

Cites Work

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