Random walks crossing curved boundaries: a functional limit theorem, stability and asymptotic distributions for exit times and positions
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Publication:2713161
DOI10.1239/aap/1013540351zbMath0976.60082MaRDI QIDQ2713161
Ronald Arthur Doney, Ross A. Maller
Publication date: 2 January 2002
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540351
functional limit theorem; exit time; relative stability; curved boundary; exit position; domain of attraction of the normal
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60K05: Renewal theory
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