Upper Bounds for the Maximum of a Random Walk with Negative Drift
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Publication:5407034
DOI10.1239/jap/1389370104zbMath1293.60052arXiv1107.5400OpenAlexW1981203754MaRDI QIDQ5407034
Vitali Wachtel, Johannes Kugler
Publication date: 4 April 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.5400
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Bounds for the Number of Crossings of a Strip by Random Walk Paths, Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
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