Absolute Estimates for Moments of Certain Boundary Functionals

DOI10.1137/1118035MaRDI QIDQ4052925zbMATH OpenOpenAlexFDO

Authors Anatoli Mogulskii

Publication date 1973

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1118035

Mathematics Subject Classification ID

Sample path properties (60G17) Sums of independent random variables; random walks (60G50)

Cited in

(8)

• Bounds for the probability to leave the interval
• The Seneta-Heyde scaling for the branching random walk
• Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks
• Inequalities for the average exit time of a random walk from an interval
• Properties of factorization operators in boundary crossing problems for random walks
• Upper bounds for the maximum of a random walk with negative drift
• Tracking a random walk first-passage time through noisy observations
• The maximal potential energy of biased random walks on trees

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