Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications (Q2711118)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications |
scientific article |
Statements
Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications (English)
0 references
2 May 2001
0 references
sequence of random variables
0 references
Markov chain
0 references
random walk
0 references
time and value of the first overshoot
0 references
uniform integrability
0 references
nonlinear boundary
0 references
asymptotic homogeneity
0 references
