First-Passage Times over Moving Boundaries for Asymptotically Stable Walks (Q4618077): Difference between revisions

@@ Property / author @@
+Aleksandr Ivanovich Sakhanenko
@@ Property / author: Aleksandr Ivanovich Sakhanenko / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.04136
@@ Property / arXiv ID: 1801.04136 / rank @@
+Normal rank
@@ Property / cites work @@
+Criticality for branching processes in random environment
+Normal rank
@@ Property / cites work @@
+The first passage time problem over a moving boundary for asymptotically stable Lévy processes
+Normal rank
@@ Property / cites work @@
+Invariance principles for random walks conditioned to stay positive
+Normal rank
@@ Property / cites work @@
+Local large deviations and the strong renewal theorem
+Normal rank
@@ Property / cites work @@
+First-passage times for random walks with nonidentically distributed increments
+Normal rank
@@ Property / cites work @@
+An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk
+Normal rank
@@ Property / cites work @@
+Conditional limit theorems for asymptotically stable random walks
+Normal rank
@@ Property / cites work @@
+Local behaviour of first passage probabilities
@@ Property / cites work: Local behaviour of first passage probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+On the asymptotic behaviour of first passage times for transient random walk
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+One-Sided Boundary Crossing for Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+Local probabilities for random walks conditioned to stay positive
+Normal rank
@@ Property / cites work @@
+Local limit theorem for the maximum of asymptotically stable random walks
+Normal rank
@@ Property / OpenAlex ID @@
+W2963894370
@@ Property / OpenAlex ID: W2963894370 / rank @@
+Normal rank