مرکز منطقه ای اطلاع رساني علوم و فناوري - The overshoot of a random walk with negative drift

Title of article :

The overshoot of a random walk with negative drift

Author/Authors :

Qihe Tang، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

158

To page :

165

Keywords :

Wiener–Hopf type factorization , Asymptotics , Ladder height , Tail probabilities , uniformity , The class S?g?

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

140889

Link To Document :