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Izvestiya: Mathematics, 2015, Volume 79, Issue 3, Pages 449–466
DOI: https://doi.org/10.1070/IM2015v079n03ABEH002750 (Mi im8176) 		 
This article is cited in 5 scientific papers (total in 5 papers)

On the asymptotics of the mean sojourn time of a random walk on a semi-axis

V. I. Lotovab, A. S. Tarasenkoab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
English version PDF (298 kB) Citations (5) Russian version article
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DOI: https://doi.org/10.1070/IM2015v079n03ABEH002750
Abstract: We find asymptotic expansions for the expectation of the sojourn time above an increasing level of a trajectory of a random walk with zero drift. The Cramér condition on the existence of an exponential moment is imposed on the distribution of jumps of the random walk.
Keywords: random walk, sojourn time, asymptotic analysis.
Funding agency Grant number
Russian Foundation for Basic Research 13-01-00046
This work was financially supported by the Russian Foundation for Basic Research (grant no. 13-01-00046).
Received: 15.10.2013
Revised: 29.09.2014
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60G50
Language: English
Original paper language: Russian
Citation: V. I. Lotov, A. S. Tarasenko, “On the asymptotics of the mean sojourn time of a random walk on a semi-axis”, Izv. Math., 79:3 (2015), 449–466
Citation in format AMSBIB
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\by V.~I.~Lotov, A.~S.~Tarasenko
\paper On the asymptotics of the mean sojourn time of a~random walk on a~semi-axis
\jour Izv. Math.
\yr 2015
\vol 79
\issue 3
\pages 449--466
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\crossref{https://doi.org/10.1070/IM2015v079n03ABEH002750}
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  • https://doi.org/10.1070/IM2015v079n03ABEH002750
  • https://www.mathnet.ru/eng/im/v79/i3/p23
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
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    Abstract page:625
    Russian version PDF:176
    English version PDF:28
    References:93
    First page:29
     
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