The overshoot of a random walk with negative drift (Q871033)

From MaRDI portal
Revision as of 01:26, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
The overshoot of a random walk with negative drift
scientific article

    Statements

    The overshoot of a random walk with negative drift (English)
    0 references
    15 March 2007
    0 references
    ladder height
    0 references
    tail probabilities
    0 references
    the class \({\mathcal S}(\gamma)\)
    0 references
    uniformity
    0 references
    Wiener-Hopf type factorization
    0 references
    asymptotics
    0 references
    0 references

    Identifiers