Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
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Publication:1413670
DOI10.1214/aoap/1050689586zbMath1029.60058OpenAlexW1985826484MaRDI QIDQ1413670
Publication date: 17 November 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1050689586
Random fields (60G60) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)
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