A limit theorem for random walks with drift-Reference-Cited by-同舟云学术

A limit theorem for random walks with drift

Published:1967-11 Issue:1 Volume:4 Page:144-150
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Heyde C. C.

Abstract

Let Xi, i = 1, 2, 3, … be a sequence of independent and identically distributed random variables. Write and for x ≧ 0 define M(x) + 1 is then the first passage time out of the interval (– ∞, x] for the random walk process Sn.

Publisher

Cambridge University Press (CUP)

Subject

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

Reference13 articles.

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2. Some inequalities for the queue GI/G/1

3. On certain limit theorems of the theory of probability

4. On the oscillation of sums of random variables

5. Limiting distributions of random sums of independent random variables

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