FIRST-PASSAGE TIMES FOR RANDOM WALKS WITH NONIDENTICALLY DISTRIBUTED INCREMENTS
FIRST-PASSAGE TIMES FOR RANDOM WALKS WITH NONIDENTICALLY DISTRIBUTED INCREMENTS
About this item
Full title
Author / Creator
Publisher
Institute of Mathematical Statistics
Journal title
Language
English
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Publication information
Publisher
Institute of Mathematical Statistics
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Scope and Contents
Contents
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over moving boundaries. Furthermore, we prove that a properly rescaled random walk conditioned to stay above the bound...
Alternative Titles
Full title
FIRST-PASSAGE TIMES FOR RANDOM WALKS WITH NONIDENTICALLY DISTRIBUTED INCREMENTS
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Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1214_17_AOP1248
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1214_17_AOP1248
Other Identifiers
ISSN
0091-1798
E-ISSN
2168-894X
DOI
10.1214/17-AOP1248
