Diffusion approximations for the maximum of a perturbed random walk

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

zbMATH Keywords

stationary sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items

Tail asymptotics for the maximum of perturbed random walk

Cites Work

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