An Estimate for the Convergence Rate for the Absorption Probability

DOI10.1137/1116012MaRDI QIDQ5649196zbMATH OpenOpenAlexFDO

Authors Sergei Nagaev

Publication date 1971

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

Full work available at URL https://doi.org/10.1137/1116012

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50)

Cited in

(3)

• Bounds for the probability to leave the interval
• Limit theorems in a boundary crossing problem for random walks
• On the asymptotics of the ruin probability

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