Endre Csaki, Antonia Foldes
Published 2018-10-28Version 1
We study the path behavior of the simple symmetric walk on some comb-type subsets of Z^2 which are obtained from Z^2 by removing all horizontal edges belonging to certain sets of values on the y-axis. We obtain some strong approximation results and discuss their consequences.
On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
Upper bounds for the maximum of a random walk with negative drift
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