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

(9)

• 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
• Asymptotic distribution of the crossing number of a strip by random walk with small drift

This page was built for publication: Absolute Estimates for Moments of Certain Boundary Functionals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4052925)