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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotic Analysis of Oscillating Random Walks with Two Levels of Switching
D. K. Kim Novosibirsk State University
Abstract:
We obtain complete asymptotic expansions for the prestationary distribution of an oscillating random walk $X_n$ with two levels of switching $a<0$ and $b>0$ in the case when the numbers $|a|$ and $b$ increase in proportion with $\sqrt n$ as $n\to\infty$.
Key words:
oscillating random walk, asymptotic expansions, controlled random process.
Received: 22.04.2005
Citation:
D. K. Kim, “Asymptotic Analysis of Oscillating Random Walks with Two Levels of Switching”, Mat. Tr., 8:2 (2005), 137–167; Siberian Adv. Math., 16:2 (2006), 62–92
Linking options:
https://www.mathnet.ru/eng/mt64 https://www.mathnet.ru/eng/mt/v8/i2/p137
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Abstract page: | 381 | Full-text PDF : | 124 | References: | 45 | First page: | 1 |
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