Asymptotics of first passage times for random walk in an orthant

Annals of Applied Probability

Volumn 9, Issue 1, 1999, Pages 110-145

  Mcdonald, D R ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

Change of measure; Random walk; Rare events

Indexed keywords

EID: 0033445604     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1029962599     Document Type: Article

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