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Expansions for random walks conditioned to stay positive - MaRDI portal

Expansions for random walks conditioned to stay positive

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Publication:6517937

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arXiv2401.09929MaRDI QIDQ6517937

Vitali Wachtel, Denis E. Denisov, Aleksandr S. Tarasov

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

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