On the rate of growth of the overshoot and the maximum partial sum

Advances in Applied Probability

Volumn 30, Issue 1, 1998, Pages 181-196

  Griffin, P S ^a   Maller, R A ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Chung law; Exit time from a strip; Overshoot; Random walks; Renewal theorems; Stability

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; PROBABILITY;

CHUNG LAW; MAXIMUM PARTIAL SUM; RANDOM WALKS; RENEWAL THEOREMS;

RANDOM PROCESSES;

EID: 0032024909     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800008156     Document Type: Article

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