Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications
Publication:2711118
DOI10.1137/S0040585X97977537zbMath0969.60074OpenAlexW2009517300MaRDI QIDQ2711118
Aleksandr A. Borovkov, Sergeĭ Georgievich Foss
Publication date: 2 May 2001
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97977537
uniform integrabilityMarkov chainrandom walksequence of random variablesnonlinear boundaryasymptotic homogeneitytime and value of the first overshoot
Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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