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,...
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|Source:||Journal of Theoretical Probability|
|01_Doney_Almost_sure_relative_stability_2007.pdf||145.89 kB||Adobe PDF||Request a copy|