Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151826 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
Let {Sn:nâ¥0} be a random walk with negative drift and Ï(x) be the first time when the random walk crosses a given level xâ¥0. This paper focuses on random walks with non-convolution equivalent increments. For this random walk, the uniform asymptotics of P(SÏ(x)âx>y,Ï(x)<â), as xââ, have been presented.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kaiyong Wang, Yang Yang, Changjun Yu,