Hitting probabilities and large deviations
Work
Year: 1996
Type: article
Abstract: Let ${Y_n}_{n \in \mathbb{Z}_+}$ be a sequence of random variables in $\mathbb{R}^d$ and let $A \subset \mathbb{R}^d$. Then $\mathbf{P}\{Y_n \in A \text{for some $n$}\}$ is the hitting probability of ... more
Source: The Annals of Probability
Author Jeffrey F. Collamore
Institution University of Wisconsin–Madison
Cites: 15
Cited by: 52
Related to: 10
FWCI: 1.369
Citation percentile (by year/subfield): 89.35
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze