On the asymptotic behaviour of first passage times for transient random walk

DOI10.1007/BF00319553zbMath0643.60053MaRDI QIDQ1102039

Ronald Arthur Doney

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

first passage times; regularly varying; recurrent random walk

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

Related Items

First-Passage Times over Moving Boundaries for Asymptotically Stable Walks, Asymptotics for the First Passage Times of Lévy Processes and Random Walks, Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments, Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion, On the exact asymptotics of the busy period in GI/G/1 queues, Externalities in the M/G/1 queue: LCFS-PR versus FCFS, The first passage time problem over a moving boundary for asymptotically stable Lévy processes, On the exit time from a cone for random walks with drift, Quasi-stationary distributions for Lévy processes, Global and local asymptotics for the busy period of an M/G/1 queue, Last exit times for random walks, Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption, A lifetime of excursions through random walks and Lévy processes, On a two-parameter Yule-Simon distribution, Biased random walk on the trace of biased random walk on the trace of \(\dots\), Notes on random walks in the Cauchy domain of attraction, Conditioned local limit theorems for random walks defined on finite Markov chains, A combinatorial understanding of lattice path asymptotics, Random walks in cones: the case of nonzero drift, Persistence Probabilities and Exponents, Transition phenomena for ladder epochs of random walks with small negative drift

Cites Work

• Unnamed Item
• Unnamed Item
• Random stopping preserves regular variation of process distributions
• Functions of probability measures
• One-Sided Boundary Crossing for Processes with Independent Increments
• On the Asymptotic Behavior of One-Sided Large Deviation Probabilities
• Asymptotic properties of supercritical branching processes I: The Galton-Watson process
• On the Probabilities of Large Deviations for Sums of Independent Random Variables
• Limiting behaviour of the distributions of the maxima of partial sums of certain random walks