On overshoots and hitting times for random walks

DOI10.1239/JAP/1032374474zbMATH Open0942.60032OpenAlexW2039737077MaRDI QIDQ4935348FDOQ4935348

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

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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)

Cited In (6)

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

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