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On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 11 May 2023, pp. 1386-1415
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- December 2023
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Index of Special Symbols
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- Compound Renewal Processes
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Frontmatter
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- Compound Renewal Processes
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2 - Integro-Local Limit Theorems in the Normal Deviation Zone
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- Compound Renewal Processes
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5 - Integro-Local Limit Theorems under the Cramér Moment Condition
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Contents
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Appendix A - On Boundary Crossing Problems for Compound Renewal Processes when the Cramér Condition Is Not Fulfilled
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Basic Notation
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6 - Exact Asymptotics in Boundary Crossing Problems for Compound Renewal Processes
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Introduction
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3 - Large Deviation Principles for Compound Renewal Processes
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4 - Large Deviation Principles for Trajectories of Compound Renewal Processes
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1 - Main Limit Laws in the Normal Deviation Zone
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- Compound Renewal Processes
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7 - Extension of the Invariance Principle to the Zones of Moderately Large and Small Deviations
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References
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Compound Renewal Processes
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Gaussian process approximations for multicolor Pólya urn models
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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- 25 February 2021, pp. 274-286
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- March 2021
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References
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- Asymptotic Analysis of Random Walks
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- 16 October 2020
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- 29 October 2020, pp 410-418
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6 - Some applications to problems in mathematical statistics
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- Asymptotic Analysis of Random Walks
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4 - Large deviation principles for random walk trajectories
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- 29 October 2020, pp 234-342
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