On the distribution of the first passage time of a random walk to an arbitrary remote boundary

DOI10.1137/S0040585X97T988125zbMATH Open1378.60071MaRDI QIDQ5269812FDOQ5269812

Authors: A. A. Borovkov 

Publication date: 28 June 2017

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

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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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• On the moments and limit distributions of some first passage times
• Asymptotic Analysis of Random Walks
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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 behaviour of the conditional probability of the nonlinear boundary crossing by a random walk
• 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 (15)

• Title not available (Why is that?)
• First passage time distribution in random walks with absorbing boundaries
• Functional limit theorems for compound renewal processes
• Local behaviour of first passage probabilities
• Asymptotic behaviour of joint distribution of the overshoot and the first passage time of Markov chain for the level
• Statistics of the occupation time for a random walk in the presence of a moving boundary
• Two-boundary problems for a random walk
• First-passage time asymptotics over moving boundaries for random walk bridges
• On the asymptotic behavior of the distributions of first-passage times. I.
• 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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