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Matematicheskie Trudy, 2019, Volume 22, Number 2, Pages 3–20
DOI: https://doi.org/10.33048/mattrudy.2019.22.201 (Mi mt353) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations

I. S. Borisovab, E. I. Sheferb

a Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia
b Novosibirsk State University, Novosibirsk, 630090 Russia
Full-text PDF (235 kB) Citations (2)
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DOI: https://doi.org/10.33048/mattrudy.2019.22.201
Abstract: We study the asymptotic behavior of the mean of sojourn time for a homogeneous random walk defined on $[0,n]$ to be above a receding curvilinear boundary in a domain of large deviations under Cramér's condition on the jump distribution.
Key words: random walk, mean sojourn time, large deviations.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00074_а
This work was supported by the Russian Foundation for Basic Research (Project No. 18–01–00074 and 19-31-90038) and by the state contract of the Sobolev Institute of Mathematics (Project No. 0314-2019-0008).
Received: 30.01.2019
Revised: 14.02.2019
Accepted: 27.12.2019
English version:
Siberian Advances in Mathematics, 2020, Volume 30, Issue 2, Pages 77–90
DOI: https://doi.org/10.3103/S1055134420020017
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: I. S. Borisov, E. I. Shefer, “Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations”, Mat. Tr., 22:2 (2019), 3–20; Siberian Adv. Math., 30:2 (2020), 77–90
Citation in format AMSBIB
\Bibitem{BorShe19}
\by I.~S.~Borisov, E.~I.~Shefer
\paper Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations
\jour Mat. Tr.
\yr 2019
\vol 22
\issue 2
\pages 3--20
\mathnet{http://mi.mathnet.ru/mt353}
\crossref{https://doi.org/10.33048/mattrudy.2019.22.201}
\transl
\jour Siberian Adv. Math.
\yr 2020
\vol 30
\issue 2
\pages 77--90
\crossref{https://doi.org/10.3103/S1055134420020017}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85086250488}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические труды Siberian Advances in Mathematics
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    References:42
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