Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • Transition phenomena for ladder epochs of random walks with small negative drift

  • Part of
  • Vitali Wachtel
  • Journal:
    Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
    Published online by Cambridge University Press:
    01 July 2016, pp. 1189-1214
    Print publication:
    December 2009
    • Article
      • You have access
    • PDF
    • Export citation

  • For a family of random walks {S(a)} satisfying E S1(a)=-a<0, we consider ladder epochs τ(a)=min {k≥1: Sk(a)<0}. We study the asymptotic behaviour, as a⇒0, of P (τ(a)>n) in the case when n=n(a)→∞. As a consequence, we also obtain the growth rates of the moments of τ(a).