A continuity theorem in the ruin problem

DOI10.1134/S0037446611040057zbMath1234.60049MaRDI QIDQ642074

I. S. Borisov, A. M. Shoisoronov

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

random walkruin probabilityexit timetwo-sided exponential distributiontwo-sided geometric distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

Properties of factorization operators in boundary crossing problems for random walks

Cites Work

• Sequential analysis. Tests and confidence intervals
• A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk
• A Note on Dobrushin's Theorem and Couplings in Poisson Approximation in Abelian Groups

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