Last exit times for random walks

DOI10.1016/0304-4149(89)90096-3zbMath0672.60072OpenAlexW2063500254MaRDI QIDQ1120191

Ronald Arthur Doney

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

zbMATH Keywords

asymptotic behaviorfirst exit timeslast exit timesstationary renewal processlast exit ladder point

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (6)

Localization in log-gamma polymers with boundaries ⋮ Bridging the first and last passage times for Lévy models ⋮ Geometry of geodesics through Busemann measures in directed last-passage percolation ⋮ Factorizing Laplace exponents in a spectrally positive Lévy process ⋮ Splitting at the infimum and excursions in half-lines for random walks and Lévy processes ⋮ A lifetime of excursions through random walks and Lévy processes

Cites Work

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• Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
• On the asymptotic behaviour of first passage times for transient random walk
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• A large deviation local limit theorem
• 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
• On the Probabilities of Large Deviations for Sums of Independent Random Variables

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