The overshoot of a random walk with negative drift (Q871033)
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scientific article; zbMATH DE number 5134225
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The overshoot of a random walk with negative drift |
scientific article; zbMATH DE number 5134225 |
Statements
The overshoot of a random walk with negative drift (English)
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15 March 2007
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ladder height
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tail probabilities
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the class \({\mathcal S}(\gamma)\)
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uniformity
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Wiener-Hopf type factorization
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asymptotics
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0.9125916361808776
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0.8805160522460938
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0.8259404301643372
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0.8254512548446655
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0.8030694127082825
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