Limits of first passage times to rare sets in regenerative processes
type: Item
instance of: scholarly article
title: Limits of first passage times to rare sets in regenerative processes
zbMATH Open document ID: 0830.60021
author: Paul Glasserman
author: S. G. Kou
published in: The Annals of Applied Probability
publication date: 1996-01-15T00:00:00Z
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60F20
zbMATH DE Number: 811744
zbMATH Keywords: extreme values
zbMATH Keywords: first passage times
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: limit theorems
zbMATH Keywords: rare events
zbMATH Keywords: regenerative processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004772
OpenAlex ID: W1981628393
DOI: 10.1214/AOAP/1177004772
description: scientific article; zbMATH DE number 811744