Overshoots over curved boundaries. II

DOI10.1239/aap/1103662961zbMath1064.60091OpenAlexW4249293392MaRDI QIDQ4664086

Philip S. Griffin, Ronald Arthur Doney

Publication date: 5 April 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1103662961

zbMATH Keywords

random walkexit timerelative stabilitymoment of overshootpower-law boundary

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items

Almost sure relative stability of the overshoot of power law boundaries ⋮ Small and large time stability of the time taken for a Lévy process to cross curved boundaries ⋮ A lifetime of excursions through random walks and Lévy processes

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