On the asymptotic behavior of distributions of first-passage times. II
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Publication:1889612
DOI10.1023/B:MATN.0000023311.52852.25zbMath1138.60035MaRDI QIDQ1889612
Publication date: 6 December 2004
Published in: Mathematical Notes (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)
Related Items (10)
Conditioned limit theorems for products of random matrices ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ Conditioned limit theorems for hyperbolic dynamical systems ⋮ On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries ⋮ Local probabilities for random walks conditioned to stay positive ⋮ Asymptotics for the First Passage Times of Lévy Processes and Random Walks ⋮ Notes on random walks in the Cauchy domain of attraction ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains
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