First passage times of general sequences of random vectors: A large deviations approach
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Publication:1807272
DOI10.1016/S0304-4149(98)00056-8zbMath0934.60025MaRDI QIDQ1807272
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
60F10: Large deviations
60K10: Applications of renewal theory (reliability, demand theory, etc.)
52A20: Convex sets in (n) dimensions (including convex hypersurfaces)
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- Rough limit results for level-crossing probabilities
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- Convex Analysis
