Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97977537
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1. Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
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1. Upper Bounds for the Maximum of a Random Walk with Negative Drift;Journal of Applied Probability;2013-12
2. Upper Bounds for the Maximum of a Random Walk with Negative Drift;Journal of Applied Probability;2013-12
3. Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments;Statistics & Probability Letters;2013-06
4. The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments;Communications in Statistics - Theory and Methods;2013-03
5. Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues;Mathematical Methods of Operations Research;2010-07-16
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