Absolute Estimates for Moments of Certain Boundary Functionals

DOI10.1137/1118035zbMath0298.60031OpenAlexW1982125921MaRDI QIDQ4052925

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1137/1118035

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Related Items (7)

Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks ⋮ The Seneta-Heyde scaling for the branching random walk ⋮ Bounds for the probability to leave the interval ⋮ Inequalities for the average exit time of a random walk from an interval ⋮ Upper Bounds for the Maximum of a Random Walk with Negative Drift ⋮ Tracking a random walk first-passage time through noisy observations ⋮ Properties of factorization operators in boundary crossing problems for random walks

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