2 citations · 2 across the 3 of their papers we have counts for
4 papers
Absorption Probabilities for Random Convex Hulls: Distribution-Freeness via the Wall-Crossing Method
Zakhar Kabluchko, Alexander Tarasov
We consider the probability that the convex hull of the first partial sums of a -dimensional random walk contains the origin. Under symmetric exchangeability of the incremen…
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider a one-dimensional random walk having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities…
Berry-Esseen inequality for random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider random walks conditioned to stay positive. When the mean of increments is zero and variance is finite it is known that they converge to the Rayleigh distribution. In th…
Expansions for random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider a one-dimensional random walk with i.i.d. increments with zero mean and finite variance. We study the asymptotic expansion for the tail distribution $\mathbf P(τ_…