Upper Bounds for the Maximum of a Random Walk with Negative Drift

DOI10.1239/jap/1389370104zbMath1293.60052arXiv1107.5400OpenAlexW1981203754MaRDI QIDQ5407034

Vitali Wachtel, Johannes Kugler

Publication date: 4 April 2014

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

Full work available at URL: https://arxiv.org/abs/1107.5400

zbMATH Keywords

limit theoremrandom walkrenewal theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Related Items (2)

Bounds for the Number of Crossings of a Strip by Random Walk Paths ⋮ Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift

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