First-passage times over moving boundaries for asymptotically stable walks

Denis Denisov, Alexander Sakhanenko, Vitali Wachtel

Let $\{S_n,n\ge 1\}$ be a random walk wih independent and identically distributed increments and let $\{g_n,n\ge 1\}$ be a sequence of real numbers. Let $T_g$ denote the first tim…