On the asymptotic behaviour of first passage times for transient random walk

DOI10.1007/BF00319553zbMath0643.60053MaRDI QIDQ1102039

Ronald Arthur Doney

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

first passage times; regularly varying; recurrent random walk

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

Related Items

Asymptotics for the First Passage Times of Lévy Processes and Random Walks, On the exact asymptotics of the busy period in GI/G/1 queues, The first passage time problem over a moving boundary for asymptotically stable Lévy processes, On the exit time from a cone for random walks with drift, Quasi-stationary distributions for Lévy processes, Global and local asymptotics for the busy period of an M/G/1 queue, Last exit times for random walks, A combinatorial understanding of lattice path asymptotics, Random walks in cones: the case of nonzero drift, Persistence Probabilities and Exponents, Transition phenomena for ladder epochs of random walks with small negative drift

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