Asymptotic expansions for first passage times (Q1105899)
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scientific article; zbMATH DE number 4060409
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| English | Asymptotic expansions for first passage times |
scientific article; zbMATH DE number 4060409 |
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Asymptotic expansions for first passage times (English)
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1988
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The author proves asymptotic expansions up to the second and third order for the first passage time for a sum of non-lattice i.i.d. summands and related distribution functions of corresponding random sums. The results are proved under Cramér's condition of smoothness. The author seems to be unaware of related earlier results by C. Hipp and Landers and Rogge which might be relevant to this problem.
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asymptotic expansions
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first passage time
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Cramér's condition of smoothness
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0.8296455144882202
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0.8046422600746155
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0.8045200109481812
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0.8034653663635254
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