Passage times of random walks and Levy processes across power law boundaries

dc.contributor.author	Doney, R A
dc.contributor.author	Maller, Ross
dc.date.accessioned	2015-12-13T22:58:50Z
dc.date.issued	2005
dc.date.updated	2015-12-12T07:24:54Z
dc.description.abstract	We establish an integral test involving only the distribution of the increments of a random walk S which determines whether lim sup n→∞(Sn/nk) is almost surely zero, finite or infinite when 1/2 < k < 1 and a typical step in the random walk has zero me
dc.identifier.issn	0178-8051
dc.identifier.uri	http://hdl.handle.net/1885/83475
dc.publisher	Springer
dc.source	Probability Theory and Related Fields
dc.subject	Keywords: Exit times; Ladder processes; Lvy processes; Limsup behaviour; Passage times; Power law boundaries; Random walks
dc.title	Passage times of random walks and Levy processes across power law boundaries
dc.type	Journal article
local.bibliographicCitation.issue	1
local.bibliographicCitation.lastpage	70
local.bibliographicCitation.startpage	57
local.contributor.affiliation	Doney, R A, University of Manchester
local.contributor.affiliation	Maller, Ross, College of Business and Economics, ANU
local.contributor.authoruid	Maller, Ross, u4061848
local.description.embargo	2037-12-31
local.description.notes	Imported from ARIES
local.description.refereed	Yes
local.identifier.absfor	010401 - Applied Statistics
local.identifier.ariespublication	MigratedxPub11756
local.identifier.citationvolume	133
local.identifier.doi	10.1007/s00440-004-0414-3
local.identifier.scopusID	2-s2.0-23844477704
local.type.status	Published Version

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