On the rate of growth of the overshoot and the maximum partial sum.
| Autor: | Griffin, P.S., Maller, R.A. |
|---|---|
| Předmět: | |
| Zdroj: | Advances in Applied Probability; Mar1998, Vol. 30 Issue 1, p181, 16p |
| Abstrakt: | Investigates the magnitude of the overshoot and the maximum partial sum in a random walk. Relation of the distribution of the random walk with the behavior of the exit time; Convergence in the probability; Functionals used. |
| Databáze: | Complementary Index |
| Externí odkaz: |
|