Last exit times for random walks
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Publication:1120191
DOI10.1016/0304-4149(89)90096-3zbMATH Open0672.60072OpenAlexW2063500254MaRDI QIDQ1120191FDOQ1120191
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90096-3
Cites Work
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- On the asymptotic behaviour of first passage times for transient random walk
- A large deviation local limit theorem
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- On the Probabilities of Large Deviations for Sums of Independent Random Variables
- On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm
- Moments of Oscillations and Ruled Sums
- Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
Cited In (9)
- Bridging the first and last passage times for Lévy models
- Exit times for a class of random walks exact distribution results
- Localization in log-gamma polymers with boundaries
- Geometry of geodesics through Busemann measures in directed last-passage percolation
- A lifetime of excursions through random walks and Lévy processes
- Exit time of a centered random walk from a cone
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- A further study of an approximation for last-exit and first-passage probabilities of a random walk
- Factorizing Laplace exponents in a spectrally positive Lévy process
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