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Volumn 32, Issue 2, 2004, Pages 1545-1552

Stochastic bounds for Lévy processes

Author keywords

Exit times; Processes with independent increments; Random walks; Weak drift to infinity

Indexed keywords


EID: 3042591672     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000315     Document Type: Article
Times cited : (19)

References (11)
  • 2
    • 0005456546 scopus 로고    scopus 로고
    • Stability and attraction to normality for Lévy processes at zero and infinity
    • DONEY, R. A. and MALLER, R. A. (2002). Stability and attraction to Normality for Lévy processes at zero and infinity. J. Theoret. Probab. 15 751-792.
    • (2002) J. Theoret. Probab. , vol.15 , pp. 751-792
    • Doney, R.A.1    Maller, R.A.2
  • 4
    • 21344498576 scopus 로고
    • On the arc-sine law for Lévy processes
    • GETOOR, R. K. and SHARPE, M. J. (1994). On the arc-sine law for Lévy processes. J. Appl. Probab. 31 76-89.
    • (1994) J. Appl. Probab. , vol.31 , pp. 76-89
    • Getoor, R.K.1    Sharpe, M.J.2
  • 5
    • 0000781836 scopus 로고
    • Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
    • JANSON, S. (1986). Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift. Adv. in Appl. Probab. 18 865-879.
    • (1986) Adv. in Appl. Probab. , vol.18 , pp. 865-879
    • Janson, S.1
  • 6
    • 0001274342 scopus 로고
    • The limit points of a normalized random walk
    • KESTEN, H. (1970). The limit points of a normalized random walk. Ann. Math. Statist. 41 1173-1205.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 1173-1205
    • Kesten, H.1
  • 7
    • 0000219650 scopus 로고
    • Infinite limits and infinite limit points for random walks and trimmed sums
    • KESTEN, H. and MALLER, R. A. (1994). Infinite limits and infinite limit points for random walks and trimmed sums. Ann. Probab. 22 1475-1513.
    • (1994) Ann. Probab. , vol.22 , pp. 1475-1513
    • Kesten, H.1    Maller, R.A.2
  • 8
    • 0003334918 scopus 로고    scopus 로고
    • Two renewal theorems for general random walks tending to infinity
    • KESTEN, H. and MALLER, R. A. (1996). Two renewal theorems for general random walks tending to infinity. Probab. Theory Related Fields 106 1-38.
    • (1996) Probab. Theory Related Fields , vol.106 , pp. 1-38
    • Kesten, H.1    Maller, R.A.2
  • 9
    • 0031496512 scopus 로고    scopus 로고
    • Divergence of a random walk through deterministic and random subsequences
    • KESTEN, H. and MALLER, R. A. (1997). Divergence of a random walk through deterministic and random subsequences. J. Theoret. Probab. 10 395-427.
    • (1997) J. Theoret. Probab. , vol.10 , pp. 395-427
    • Kesten, H.1    Maller, R.A.2
  • 10
    • 0032273554 scopus 로고    scopus 로고
    • Random walks crossing high level curved boundaries
    • KESTEN, H. and MALLER, R. A. (1998). Random walks crossing high level curved boundaries. J. Theoret. Probab. 11 1019-1074.
    • (1998) J. Theoret. Probab. , vol.11 , pp. 1019-1074
    • Kesten, H.1    Maller, R.A.2
  • 11
    • 0005459138 scopus 로고    scopus 로고
    • Random walks crossing power law boundaries
    • KESTEN, H. and MALLER, R. A. (1998). Random walks crossing power law boundaries. Studia Sci. Math. Hungar. 34 219-252.
    • (1998) Studia Sci. Math. Hungar. , vol.34 , pp. 219-252
    • Kesten, H.1    Maller, R.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.