An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk (Q2821767): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5918
@@ Property / arXiv ID: 1403.5918 / 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 @@
+Random walks in cones
@@ Property / cites work: Random walks in cones / rank @@
+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 @@
+The Strong Law of Large Numbers When the Mean is Undefined
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Random stopping preserves regular variation of process distributions
+Normal rank
@@ Property / cites work @@
+One-Sided Boundary Crossing for Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
+Normal rank
@@ Property / cites work @@
+A martingale approach in problems on first crossing time of nonlinear boundaries
+Normal rank
@@ Property / cites work @@
+The Crossing Time of a One-Sided Nonlinear Boundary by Sums of Independent Random Variables
+Normal rank
@@ Property / cites work @@
+Brownian first exit from and sojourn over one sided moving boundary and application
+Normal rank
@@ Property / OpenAlex ID @@
+W2962844700
@@ Property / OpenAlex ID: W2962844700 / rank @@
+Normal rank