Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications (Q2711118)
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English | Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications |
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Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications (English)
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2 May 2001
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sequence of random variables
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Markov chain
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random walk
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time and value of the first overshoot
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uniform integrability
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nonlinear boundary
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asymptotic homogeneity
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