Curve crossing for random walks reflected at their maximum
Let Rn = max0≤j≤n Sj - Sn be a random walk Sn reflected in its maximum. Except in the trivial case when P(X ≥ 0) = 1, Rn will pass over a horizontal boundary of any height in a finite time, with probability 1. We extend this by giving necessary and
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|Source:||Annals of Applied Probability|
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