Overshoots over curved boundaries

DOI10.1239/AAP/1051201655zbMath1037.60043OpenAlexW2078313624MaRDI QIDQ4449505

Philip S. Griffin, Ronald Arthur Doney

Publication date: 11 February 2004

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

Full work available at URL: https://doi.org/10.1239/aap/1051201655

zbMATH Keywords

tightnessrandom walkexit timerelative stabilityovershoot

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Almost sure relative stability of the overshoot of power law boundaries ⋮ Small and large time stability of the time taken for a Lévy process to cross curved boundaries ⋮ Overshoots over curved boundaries. II ⋮ A lifetime of excursions through random walks and Lévy processes

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• \(L^ p\)-boundedness of the overshoot in multidimensional renewal theory
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• On the rate of growth of the overshoot and the maximum partial sum
• The Effect of Trimming on the Strong Law of Large Numbers

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