Asymptotic analysis in boundary problems for random walks. (A historical review). (English. Russian original) Zbl 0926.60007

Korolyuk, V. S.

Theory Probab. Math. Stat. 56, 1-8 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 1-9 (1997).

The article is devoted to the history of investigation of the random walk boundary crossing problems by B. V. Gnedenko and his students. History of Kolmogorov’s goodness-of-fit test and asymptotic expansions for diffusion boundary crossing probabilities are proposed.

Reviewer: R.E.Maiboroda (Kyïv)

MSC:

60-03	History of probability theory
60G50	Sums of independent random variables; random walks

Keywords:

boundary crossing probabilities; random walk; diffusion processes; asymptotic expansions; Kolmogorov goodness-of-fit test