Almost sure relative stability of the overshoot of power law boundaries

Doney, R A; Maller, Ross

Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Almost sure relative stability of the overshoot of power law boundaries

Date

2007

Authors

Doney, R A

Maller, Ross

Publisher

Plenum Publishing Corporation

Abstract

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,...