Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports]
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sib. Èlektron. Mat. Izv.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2020, Volume 17, Pages 661–671
DOI: https://doi.org/10.33048/semi.2020.17.044 (Mi semr1239) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Probability theory and mathematical statistics

On some inequalities in boundary crossing problems for random walks

V. I. Lotovab

a Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
Full-text PDF (158 kB) Citations (3)
References:
PDF
HTML
DOI: https://doi.org/10.33048/semi.2020.17.044
Abstract: We obtain new upper and lower bounds for the probability that random walk with negative drift leaves the strip through the upper boundary. It is assumed that distributions of the walk increments do not have an exponential moment. The accuracy of known inequalities for the distribution of trajectory supremum is analyzed.
Keywords: random walk, two-sided boundary crossing problem, ruin probability, trajectory supremum.
Funding agency Grant number
Siberian Branch of Russian Academy of Sciences 1.1.3, проект № 0314-2016-0008
Russian Foundation for Basic Research 18-01-00101_а
Received March 2, 2020, published April 30, 2020
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60G50
Language: Russian
Citation: V. I. Lotov, “On some inequalities in boundary crossing problems for random walks”, Sib. Èlektron. Mat. Izv., 17 (2020), 661–671
Citation in format AMSBIB
\Bibitem{Lot20}
\by V.~I.~Lotov
\paper On some inequalities in boundary crossing problems for random walks
\jour Sib. \`Elektron. Mat. Izv.
\yr 2020
\vol 17
\pages 661--671
\mathnet{http://mi.mathnet.ru/semr1239}
\crossref{https://doi.org/10.33048/semi.2020.17.044}
Linking options:
  • https://www.mathnet.ru/eng/semr1239
  • https://www.mathnet.ru/eng/semr/v17/p661
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Statistics & downloads:
    Abstract page:280
    Full-text PDF :142
    References:19
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024