Transition phenomena for ladder epochs of random walks with small negative drift
Transition phenomena for ladder epochs of random walks with small negative drift
About this item
Full title
Transition phenomena for ladder epochs of random walks with small negative drift
Author / Creator
Journal title
Advances in applied probability, 2009-12, Vol.41 (4), p.1189-1214
Language
English
Formats
More information
Scope and Contents
Contents
For a family of random walks {
S
(
a
)
} satisfying E
S
1
(
a
)
=-
a
<0, we consider ladder epochs τ
(
a
)
=min {k≥1:
S
k
(
a
)
<0}. We study the asymptotic behaviour, as
a
⇒0, of P (τ
(
a
)
>n) in the case when
n
=
n
(
a
)→∞. As a consequence,...
Alternative Titles
Full title
Transition phenomena for ladder epochs of random walks with small negative drift
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1017_S0001867800003803
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1017_S0001867800003803
Other Identifiers
ISSN
0001-8678
E-ISSN
1475-6064
DOI
10.1017/S0001867800003803
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