Asymptotics of first passage times for random walk in an orthant (Q1296589)
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scientific article; zbMATH DE number 1319821
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| English | Asymptotics of first passage times for random walk in an orthant |
scientific article; zbMATH DE number 1319821 |
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Asymptotics of first passage times for random walk in an orthant (English)
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2 August 1999
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random walk
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rare events
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change of measure
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0.7673271298408508
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0.7665690779685974
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0.7579997777938843
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