Almost Sure Relative Stability of the Overshoot of Power Law Boundaries-Reference-Cited by-同舟云学术

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Almost Sure Relative Stability of the Overshoot of Power Law Boundaries

Published:2007-02-08 Issue:1 Volume:20 Page:47-63
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Doney R. A.,Maller R. A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-006-0040-3.pdf

Reference13 articles.

1. Bingham N.H., Goldie C.M., Teugels J.L. (1987) Regular Variation. Cambridge University Press, Cambridge

2. Chow, Y. S., and Teicher, H. (1988). Probability Theory. Independence, Interchangeability, Martingales, 2nd ed. Springer Texts in Statistics, Springer-Verlag, New York, Berlin.

3. Doney R.A., Griffin P.S. (2003) Overshoots over curved boundaries. Adv. Appl. Probab. 35: 417–448

4. Doney R.A., Griffin P.S. (2004) Overshoots over curved boundaries, II. Adv. Appl. Probab. 36: 1148–1174

5. Doney R.A., Maller R.A. (2000) Random walks crossing curved boundaries; stability and asymptotic distributions for exit times and positions. Adv. Appl. Probab. 32: 1117–1149

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