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 timesregularly varyingrecurrent random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (21)

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

Cites Work

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• 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

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