Limit Theorems for the First Passage Time of a Certain Level

DOI10.1137/1121049MaRDI QIDQ4137826zbMATH OpenOpenAlexFDO

Authors N. I. Migaj, V. B. Nevzorov

Publication date 1976

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

Full work available at URL https://doi.org/10.1137/1121049

Mathematics Subject Classification ID

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

Cited in

(2)

• Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks
• Limit theorems for time of first passage across a step bound

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