First-Passage Times over Moving Boundaries for Asymptotically Stable Walks

DOI10.1137/S0040585X97T989283zbMath1442.60049arXiv1801.04136MaRDI QIDQ4618077

Vitali Wachtel, Denis Denisov, Aleksandr Ivanovich Sakhanenko

Publication date: 7 February 2019

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

Full work available at URL: https://arxiv.org/abs/1801.04136

zbMATH Keywords

moving boundary; random walk; overshoot; stable distribution; first-passage time

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G50: Sums of independent random variables; random walks

60G52: Stable stochastic processes

60F17: Functional limit theorems; invariance principles

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