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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2018, Volume 15, Pages 1813–1817
DOI: https://doi.org/10.3048/semi.2018.15.145 (Mi semr1036) 		 
Probability theory and mathematical statistics

On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

A. S. Tarasenkoab

a Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia
b Novosibirsk State University, str. Pirogova, 2, 630090, Novosibirsk, Russia
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DOI: https://doi.org/10.3048/semi.2018.15.145
Abstract: We study asymptotic behavior of the distribution of the sojourn time of a random walk over growing level. We assume here regular variation of the right tail distribution of summands and existence of the second moment. Some two-sided asymptotic bounds for the sojourn time distribution are established.
Keywords: random walk, sojourn time, asymptotic analysis.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00049_а
Received November 30, 2018, published December 28, 2018
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60F10
Language: Russian
Citation: A. S. Tarasenko, “On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails”, Sib. Èlektron. Mat. Izv., 15 (2018), 1813–1817
Citation in format AMSBIB
\Bibitem{Tar18}
\by A.~S.~Tarasenko
\paper On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails
\jour Sib. \`Elektron. Mat. Izv.
\yr 2018
\vol 15
\pages 1813--1817
\mathnet{http://mi.mathnet.ru/semr1036}
\crossref{https://doi.org/10.3048/semi.2018.15.145}
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