On the probability that integrated random walks stay positive-Reference-Cited by-同舟云学术

On the probability that integrated random walks stay positive

Published:2010-07 Issue:7 Volume:120 Page:1178-1193
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Vysotsky Vladislav

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference19 articles.

1. F. Aurzada, S. Dereich, Universality of the asymptotics of the one-sided exit problem for integrated processes, Preprint. www.math.tu-berlin.de/~aurzada/publications/onesidedint.pdf.

2. Pinning and wetting transition for (1+1)-dimensional fields with Laplacian interaction;Caravenna;Ann. Probab.,2008

3. Domains of attraction and regular variation in Rd;de Haan;J. Multivariate Anal.,1984

4. Reinforced weak convergence of stochastic processes;Drmota;Statist. Probab. Lett.,2005

5. On the rate of convergence to a stable law;Egorov;Theory Probab. Appl.,1980

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