On some inequalities in boundary crossing problems for random walks

DOI10.33048/SEMI.2020.17.044zbMATH Open1439.60044OpenAlexW3035872282MaRDI QIDQ2182248FDOQ2182248

Authors: V. I. Lotov 

Publication date: 21 May 2020

Published in: Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2020.17.044

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zbMATH Keywords

random walkruin probabilitytwo-sided boundary crossing problemtrajectory supremum

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cites Work

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• CONTINUOUS INSPECTION SCHEMES
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• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• On the Asymptotics of the Ruin Probability
• On the Classical Ruin Problems
• Bounds for the probability to leave the interval

Cited In (11)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Boundaries from inhomogeneous Bernoulli trials
• Sharp probability estimates for random walks with barriers
• Study of characteristics of the CUSUM procedure in a change point problem
• Inequalities in a two-sided boundary crossing problem for stochastic processes
• Estimates for overshooting an arbitrary boundary by a random walk and their applications
• Inequalities for the average exit time of a random walk from an interval
• Title not available (Why is that?)
• Crossing speeds of random walks among ``sparse or ``spiky Bernoulli potentials on integers
• A note on the distribution of the number of crossings of a strip by a random walk

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