On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary

DOI10.1137/S0040585X97T988125zbMATH Open1378.60071MaRDI QIDQ5269812FDOQ5269812

A. A. Borovkov

Publication date: 28 June 2017

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

zbMATH Keywords

first passage timeovershootarbitrary boundarylocal and integral asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• Existence of Optimal Stopping Rules for Rewards Related to $S_n/n$
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
• Limit theorems for first-passage times in linear and non-linear renewal theory
• On the Local Probabilities of Intersection of Nonlinear Boundaries by Sums of Independent Random Variables
• Asymptotic expansions in boundary crossing problems
• Asymptotic Expansion for the Distribution of Nonlinear Boundary Crossing Time
• Integral Limit Theorems for Nonlinear Boundary Crossing Time by Sums of Independent Variables

Cited In (10)

• First passage time distribution in random walks with absorbing boundaries
• Functional limit theorems for compound renewal processes
• Statistics of the occupation time for a random walk in the presence of a moving boundary
• First-passage time asymptotics over moving boundaries for random walk bridges
• Generalization and Refinement of the Integro-Local Stone Theorem for Sums of Random Vectors
• Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process
• First-Passage Times over Moving Boundaries for Asymptotically Stable Walks
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limit distribution of the first passage time of a regenerating random walk with reflection

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