Almost sure relative stability of the overshoot of power law boundaries
We give necessary and sufficient conditions for the almost sure relative stability of the overshoot of a random walk when it exits from a two-sided symmetric region with curved boundaries. The boundaries are of power-law type, ±rn b , r > 0, n = 1, 2,...
|Collections||ANU Research Publications|
|Source:||Journal of Theoretical Probability|
|01_Doney_Almost_sure_relative_stability_2007.pdf||145.89 kB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.