Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications

DOI10.1137/S0040585X97977537zbMath0969.60074MaRDI QIDQ2711118

Aleksandr A. Borovkov, Sergeĭ Georgievich Foss

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

uniform integrability; Markov chain; random walk; sequence of random variables; nonlinear boundary; asymptotic homogeneity; time and value of the first overshoot

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60E05: Probability distributions: general theory

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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