13 citations · 34 across the 4 of their papers we have counts for
Showing 2011Show all
2 papers · 1 filter
math.PR2011★ 9 cited
Survival probabilities of some iterated processes
Christoph Baumgarten
We study the asymptotic behaviour of the probability that a stochastic process does not exceed a constant barrier up to time (the so called survival probabil…
math.PR2011★ 13 cited
Survival probabilities of weighted random walks
Frank Aurzada, Christoph Baumgarten
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the r…