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This article is cited in 2 scientific papers (total in 2 papers)
On the mean value of the ladder epoch for random walks with a small drift
V. I. Lotov Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
In this paper, we prove theorems on the asymptotic behaviour of
the mean value of the time at which the non-negative half-axis
is first attained for a random walk whose drift tends to zero.
It is assumed that the distribution of jumps of the random walk belongs to
the domain of attraction of a stable law with exponent $\alpha\in(1,2)$.
Received: 21.01.2005
Citation:
V. I. Lotov, “On the mean value of the ladder epoch for random walks with a small drift”, Izv. RAN. Ser. Mat., 70:6 (2006), 153–160; Izv. Math., 70:6 (2006), 1225–1232
Linking options:
https://www.mathnet.ru/eng/im743https://doi.org/10.1070/IM2006v070n06ABEH002344 https://www.mathnet.ru/eng/im/v70/i6/p153
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Abstract page: | 419 | Russian version PDF: | 184 | English version PDF: | 28 | References: | 66 | First page: | 6 |
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