First-passage time asymptotics over moving boundaries for random walk bridges
First-passage time asymptotics over moving boundaries for random walk bridges
About this item
Full title
Author / Creator
Publisher
Cambridge, UK: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
Cambridge, UK: Cambridge University Press
Subjects
More information
Scope and Contents
Contents
We study the asymptotic tail behavior of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with exponent -½, where the impact of the boundary is capt...
Alternative Titles
Full title
First-passage time asymptotics over moving boundaries for random walk bridges
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2076195084
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2076195084
Other Identifiers
ISSN
0021-9002
E-ISSN
1475-6072
DOI
10.1017/jpr.2018.39
