On overshoots and hitting times for random walks

DOI10.1239/JAP/1032374474MaRDI QIDQ4935348zbMATHOpenAlexFDO

Authors Jean Bertoin

Publication date 21 August 2000

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1032374474

zbMATH Keywords

first hitting timerenewal functionspath transformationregenerative setsoscillating integer valued random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Recommendations

• Estimates for overshooting an arbitrary boundary by a random walk and their applications
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
• The overshoot of a random walk with negative drift
• Stability of overshoots of zero mean random walks
• On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem

Cited in

(6)

• Estimates for overshooting an arbitrary boundary by a random walk and their applications
• Keeping random walks safe from extinction and overpopulation in the presence of life-taking disasters
• On hitting the high level by a random walk with delay at the origin
• Hitting times for the perturbed reflecting random walk
• The hitting and cover times of Metropolis walks
• Time-changed CIR default intensities with two-sided mean-reverting jumps

This page was built for publication: On overshoots and hitting times for random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4935348)