On the Exit Time of Sums of Bounded Random Variables from a Curvilinear Strip

DOI10.1137/1126029zbMath0481.60032OpenAlexW2048732306MaRDI QIDQ3938955

Alexander Novikov

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1137/1126029

zbMATH Keywords

exit timechange of probability measurerough asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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