An Estimate for the Convergence Rate for the Absorption Probability
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Publication:5649196
DOI10.1137/1116012zbMath0238.60058OpenAlexW2063465624MaRDI QIDQ5649196
Publication date: 1971
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1116012
Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50) Limit theorems in probability theory (60F99)
Related Items (3)
Bounds for the probability to leave the interval ⋮ Limit theorems in a boundary crossing problem for random walks ⋮ On the Asymptotics of the Ruin Probability
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