On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process
DOI10.33048/SEMI.2021.18.002zbMATH Open1455.60122OpenAlexW3199071530MaRDI QIDQ2227042FDOQ2227042
Authors: Vitali Wachtel, Anastasiya D. Shelepova, A. I. Sakhanenko, Evgeniĭ Igor'evich Prokopenko 
Publication date: 9 February 2021
Published in: Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.33048/semi.2021.18.002
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Cites Work
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Random walks in cones
- On certain limit theorems of the theory of probability
- Title not available (Why is that?)
- Spitzer's condition and ladder variables in random walks
- Conditional limit theorems for ordered random walks
- Exit times for integrated random walks
- First-passage times for random walks with nonidentically distributed increments
- Boundary crossing problems for compound renewal processes
- On Borovkov's estimate in the invariance principle
- Prokhorov Distance with Rates of Convergence under Sublinear Expectations
Cited In (4)
- Title not available (Why is that?)
- Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments
- Limit theorems for continuous-time random walks in the double-array limit scheme
- On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process
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