Comment on ‘Corrected diffusion approximations in certain random walk problems'

DOI10.2307/3214118zbMath0589.60060OpenAlexW2059941891MaRDI QIDQ3717947

Michael L. Hogan

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214118

zbMATH Keywords

diffusion approximationheavy trafficgambler's ruin

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60)

Related Items (4)

Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics ⋮ Improving Brownian approximations for boundary crossing problems ⋮ Local information and the design of sequential hypothesis tests ⋮ Uniform renewal theory with applications to expansions of random geometric sums

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