On the rate of growth of the overshoot and the maximum partial sum
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Publication:4391413
DOI10.1239/aap/1035227999zbMath0905.60064OpenAlexW2043250686MaRDI QIDQ4391413
Philip S. Griffin, Ross A. Maller
Publication date: 2 June 1998
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1035227999
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)
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