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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2015, Volume 12, Pages 406–420
DOI: https://doi.org/10.17377/semi.2015.12.034 (Mi semr597) 		 
Probability theory and mathematical statistics

On the sojourn time of random walk above a certain boundary

A. S. Tarasenko

Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia
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DOI: https://doi.org/10.17377/semi.2015.12.034
Abstract: The asymptotics of the expected sojourn time of a random walk over linear and nonlinear boundaries is found. We assume that right tail distribution of random walk summands varies regularly. In the case of linear boundary the corresponding result is obtained for random walks with semi-exponential distribution of summands.
Keywords: random walk, sojourn time, asymptotic analysis.
Received November 20, 2014, published July 12, 2015
Document Type: Article
UDC: 519.21
MSC: 60F10
Language: Russian
Citation: A. S. Tarasenko, “On the sojourn time of random walk above a certain boundary”, Sib. Èlektron. Mat. Izv., 12 (2015), 406–420
Citation in format AMSBIB
\Bibitem{Tar15}
\by A.~S.~Tarasenko
\paper On the sojourn time of random walk above a certain boundary
\jour Sib. \`Elektron. Mat. Izv.
\yr 2015
\vol 12
\pages 406--420
\mathnet{http://mi.mathnet.ru/semr597}
\crossref{https://doi.org/10.17377/semi.2015.12.034}
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