Add to ORKGLet Rn = max0≤j≤n Sj − Sn be a random walk Sn reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times of Rn above horizontal or certain curved (power law) boundaries. Necessary and sufficient conditions are also given for the finiteness of the expected passage time of Rn above linear and square root boundaries
We give necessary and sufficient conditions for the almost sure relative stability of the overshoot ...
We study a class of random walks which behave like simple random walks outside of a bounded region a...
AbstractIn this paper we obtain lower bounds for the tails of the distributions of the first passage...
Let R_n = max0<=j<=n S_j − S_n be a random walk S_n reflected in its maximum. We give necessary and ...
Let Rn = max0≤j≤n Sj - Sn be a random walk Sn reflected in its maximum. Except in the trivial case w...
Let Rt = sup0st Xs −Xt be a L´evy process reflected in its maximum. We give necessary and sufficient...
We define the reflection of a random walk at a general barrier and derive, in case the increments ar...
AbstractRenewal-like results and stability theorems relating to the large-time behaviour of a random...
Renewal-like results and stability theorems relating to the large-time behaviour of a random walk Sn...
\u3cp\u3eWe study the asymptotic tail behavior of the first-passage time over a moving boundary for ...
We give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the ove...
We give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the ove...
We establish an integral test involving only the distribution of the increments of a random walk S w...
We investigate the first-crossing-time problem through unit-slope straight lines for a two-dimensi...
In this paper we obtain lower bounds for the tails of the distributions of the first passage-times f...
We give necessary and sufficient conditions for the almost sure relative stability of the overshoot ...
We study a class of random walks which behave like simple random walks outside of a bounded region a...
AbstractIn this paper we obtain lower bounds for the tails of the distributions of the first passage...
Let R_n = max0<=j<=n S_j − S_n be a random walk S_n reflected in its maximum. We give necessary and ...
Let Rn = max0≤j≤n Sj - Sn be a random walk Sn reflected in its maximum. Except in the trivial case w...
Let Rt = sup0st Xs −Xt be a L´evy process reflected in its maximum. We give necessary and sufficient...
We define the reflection of a random walk at a general barrier and derive, in case the increments ar...
AbstractRenewal-like results and stability theorems relating to the large-time behaviour of a random...
Renewal-like results and stability theorems relating to the large-time behaviour of a random walk Sn...
\u3cp\u3eWe study the asymptotic tail behavior of the first-passage time over a moving boundary for ...
We give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the ove...
We give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the ove...
We establish an integral test involving only the distribution of the increments of a random walk S w...
We investigate the first-crossing-time problem through unit-slope straight lines for a two-dimensi...
In this paper we obtain lower bounds for the tails of the distributions of the first passage-times f...
We give necessary and sufficient conditions for the almost sure relative stability of the overshoot ...
We study a class of random walks which behave like simple random walks outside of a bounded region a...
AbstractIn this paper we obtain lower bounds for the tails of the distributions of the first passage...