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Matematicheskie Zametki, 2004, Volume 75, Issue 3, Pages 350–359
DOI: https://doi.org/10.4213/mzm37 (Mi mzm37) 		 
This article is cited in 18 scientific papers (total in 18 papers)

On the Asymptotic Behavior of Distributions of First-Passage Times, II

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (225 kB) Citations (18)
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DOI: https://doi.org/10.4213/mzm37
Abstract: In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk with nonzero drift are obtained in the case of passage of zero level (in both directions).
Received: 17.05.2002
Revised: 01.04.2003
English version:
Mathematical Notes, 2004, Volume 75, Issue 3, Pages 322–330
DOI: https://doi.org/10.1023/B:MATN.0000023311.52852.25
Bibliographic databases:
UDC: 519.214
Language: Russian
Citation: A. A. Borovkov, “On the Asymptotic Behavior of Distributions of First-Passage Times, II”, Mat. Zametki, 75:3 (2004), 350–359; Math. Notes, 75:3 (2004), 322–330
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/mzm/v75/i3/p350
    Cycle of papers
    This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математические заметки Mathematical Notes
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