Transition phenomena for ladder epochs of random walks with small negative drift

DOI10.1239/aap/1261669592zbMath1205.60093arXiv0905.1186MaRDI QIDQ3558944

Vitali Wachtel

Publication date: 11 May 2010

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.1186

zbMATH Keywords

random walk; ladder epoch; transition phenomena

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60G52: Stable stochastic processes

Cites Work

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