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Matematicheskie Zametki, 2004, Volume 75, Issue 1, Pages 24–39
DOI: https://doi.org/10.4213/mzm4 (Mi mzm4) 		 
This article is cited in 19 scientific papers (total in 19 papers)

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

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (256 kB) Citations (19)
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DOI: https://doi.org/10.4213/mzm4
Abstract: In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk are obtained in the cases of fixed and increasing levels. In the first part of the paper, the case of zero level is studied.
Received: 17.05.2002
Revised: 01.04.2003
English version:
Mathematical Notes, 2004, Volume 75, Issue 1, Pages 23–37
DOI: https://doi.org/10.1023/B:MATN.0000015019.37128.cb
Bibliographic databases:
UDC: 519.214
Language: Russian
Citation: A. A. Borovkov, “On the Asymptotic Behavior of the Distributions of First-Passage Times, I”, Mat. Zametki, 75:1 (2004), 24–39; Math. Notes, 75:1 (2004), 23–37
Citation in format AMSBIB
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    This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математические заметки Mathematical Notes
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