{
  "id": "1403.1025",
  "version": "v2",
  "published": "2014-03-05T07:29:45.000Z",
  "updated": "2017-05-04T22:29:31.000Z",
  "title": "A note on first passage probabilities of a Lévy process reflected at a general barrier",
  "authors": [
    "Zbigniew Palmowski",
    "Przemysław Świątek"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we analyze a L\\'evy process reflected at a general (possibly random) barrier. For this process we prove Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-03-05T07:29:45.000Z",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2017-05-04T22:29:31.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "lévy process",
      "general barrier",
      "finite-time first passage probability asymptotics",
      "central limit theorem",
      "first passage time"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1403.1025P"
    }
  }
}