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Almost sure relative stability of the overshoot of power law boundaries

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dc.contributor.authorDoney, R A
dc.contributor.authorMaller, Ross
dc.date.accessioned2015-12-08T22:37:47Z
dc.date.issued2007
dc.date.updated2015-12-08T10:02:33Z
dc.description.abstractWe 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,...
dc.identifier.issn0894-9840
dc.identifier.urihttp://hdl.handle.net/1885/35662
dc.publisherPlenum Publishing Corporation
dc.sourceJournal of Theoretical Probability
dc.subjectKeywords: Curved boundaries; Overshoot of power-law boundaries; Random walk
dc.titleAlmost sure relative stability of the overshoot of power law boundaries
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage63
local.bibliographicCitation.startpage47
local.contributor.affiliationDoney, R A, University of Manchester
local.contributor.affiliationMaller, Ross, College of Business and Economics, ANU
local.contributor.authoruidMaller, Ross, u4061848
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010404 - Probability Theory
local.identifier.ariespublicationu3169606xPUB127
local.identifier.citationvolume20
local.identifier.doi10.1007/s10959-006-0040-3
local.identifier.scopusID2-s2.0-33847310893
local.type.statusPublished Version

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