Limiting behaviour of the distributions of the maxima of partial sums of certain random walks

DOI10.2307/3212326zbMath0242.60027OpenAlexW2315424046MaRDI QIDQ5653420

D. J. Emery

Publication date: 1972

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

Full work available at URL: https://doi.org/10.2307/3212326

Mathematics Subject Classification ID

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

Related Items

On the asymptotic behaviour of first passage times for transient random walk ⋮ Recurrence and transience of random difference equations in the critical case ⋮ On a condition satisfied by certain random walks