Diffusion approximations for the maximum of a perturbed random walk
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Publication:5697196
DOI10.1239/aap/1127483741zbMath1086.60020OpenAlexW2075574717MaRDI QIDQ5697196
Victor F. Araman, Peter W. Glynn
Publication date: 17 October 2005
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1127483741
Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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