Asymptotic expansions for first passage times

DOI10.1016/0304-4149(88)90103-2zbMATH Open0649.60018OpenAlexW2014786425MaRDI QIDQ1105899FDOQ1105899

Authors: Michael Woodroofe 

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/27279

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zbMATH Keywords

asymptotic expansionsfirst passage timeCramér's condition of smoothness

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cites Work

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• Convergence Rates in the Law of Large Numbers
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• On Deviations of the Sample Mean
• A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
• Limit theorems for first-passage times in linear and non-linear renewal theory
• Title not available (Why is that?)
• Asymptotic expansions in boundary crossing problems
• Asymptotic expansions in Anscombe's theorem for repeated significance tests and estimation after sequential testing

Cited In (8)

• Asymptotic expansions for the distributions of stopped random walks and first passage times
• Asymptotic expansions and hazard rates for compound and first-passage distributions
• Explicit asymptotics on first passage times of diffusion processes
• Elementary derivation for passage times
• A local limit theorem for perturbed random walks
• On the asymptotic behaviour of first passage times for diffusions
• On the asymptotic behavior of distributions of first-passage times. II
• Limit theorems on occupation times for perturbed random walks

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