Almost Sure Relative Stability of the Overshoot of Power Law Boundaries
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چکیده
منابع مشابه
Almost Sure Relative Stability of the Overshoot of Power Law Boundaries
We give necessary and sufficient conditions for the almost sure (a.s.) 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, r > 0, n = 1, 2, · · · , where 0 ≤ b < 1, b 6= 1/2. In these cases, the a.s. stability occurs if and only if the mean step length of the random walk is finite...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2007
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-006-0040-3