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Almost sure relative stability of the overshoot of power law boundaries

Doney, R A; Maller, Ross

Description

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,...

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
URI: http://hdl.handle.net/1885/35662
Source: Journal of Theoretical Probability
DOI: 10.1007/s10959-006-0040-3

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