Last exit times for random walks

Author:

Doney R.A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. Some exact distributions of a last one-sided exit time in the simple random walk;Chao;J. Appl. Prob.,1986

2. C-C. Chao and J. Slivka, Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk, Preprint.

3. A local limit theorem;Doney;Proc. Cam. Phil. Soc.,1989

4. On the asymptotic behaviour of first passage times for transient random walk;Doney;Prob. Thy. Rel. Fields,1989

5. A limit theorem for the tails of discrete infinitely divisible laws with applications to fluctuation theory;Embrechts;J. Aust. Math. Soc.,1982

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