|
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
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
Citation:
D. K. Kim, “Supremum asymptotics for random walk with switching”, Sib. Èlektron. Mat. Izv., 11 (2014), 999–1020
Linking options:
https://www.mathnet.ru/eng/semr546 https://www.mathnet.ru/eng/semr/v11/p999
|
Statistics & downloads: |
Abstract page: | 226 | Full-text PDF : | 64 | References: | 41 |
|