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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2014, Volume 11, Pages 999–1020 (Mi semr546)  

Probability theory and mathematical statistics

Supremum asymptotics for random walk with switching

D. K. Kim

Kazakh National Technical University after K. I. Satpaev
References:
Abstract: We consider random walk $X_n, n\geq 0$ with one level of switching $a\leq 0.$ Some theorems on the asymptotics of the supremum distribution $\mathbf{P}\left(\sup\limits_{n} X_n>x\right)$ as $x\to\infty,$ $a\to -\infty$ were obtained in Cramer case.
Keywords: random walk with switching, supremum asymptotics.
Received October 27, 2014, published December 28, 2014
Document Type: Article
UDC: 519.21
MSC: 60G50
Language: Russian
Citation: D. K. Kim, “Supremum asymptotics for random walk with switching”, Sib. Èlektron. Mat. Izv., 11 (2014), 999–1020
Citation in format AMSBIB
\Bibitem{Kim14}
\by D.~K.~Kim
\paper Supremum asymptotics for random walk with switching
\jour Sib. \`Elektron. Mat. Izv.
\yr 2014
\vol 11
\pages 999--1020
\mathnet{http://mi.mathnet.ru/semr546}
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  • https://www.mathnet.ru/eng/semr/v11/p999
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