Random walks crossing curved boundaries: a functional limit theorem, stability and asymptotic distributions for exit times and positions

Advances in Applied Probability

Volumn 32, Issue 4, 2000, Pages 1117-1149

  Doney, R A ^a   Maller, R A ^b  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; CONVERGENCE OF NUMERICAL METHODS; PROBABILITY; THEOREM PROVING;

CURVE BOUNDARY; DOMAIN OF ATTRACTION OF THE NORMAL; EXIT POSITION; EXIT TIME; FUNCTIONAL LIMIT THEOREM; RELATIVE STABILITY;

RANDOM PROCESSES;

EID: 0034428648     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1013540351     Document Type: Article

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