Stopped two-dimensional perturbed random walks and Lévy processes

Allan Gut

Statistics & Probability Letters, 1997, vol. 35, issue 4, 317-325

Abstract: Limit theorems for stopped two-dimensional random walks are generalized to perturbed random walks and perturbed Lévy processes. We conclude with an application to repeated significance tests in two-parameter exponential families and an example.

Keywords: Perturbed; Lévy; process; First; passage; time; Strong; law; of; large; numbers; Central; limit; theorem; Law; of; the; iterated; logarithm; Stopped; two-dimensional; process; Exponential; family; Repeated; significance; test (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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