On the Speed of Convergence in a Boundary Problem

DOI10.1137/1119047MaRDI QIDQ4089615zbMATH OpenOpenAlexFDO

Authors A. I. Sakhanenko

Publication date 1974

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

Full work available at URL https://doi.org/10.1137/1119047

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50) Brownian motion (60J65)

Cited in

(4)

• Mixing limit theorems of maximum of absolute sums and their convergence rates
• On the lower limits of maxima and minima of wiener process and partial sums
• Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
• The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

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