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This article is cited in 2 scientific papers (total in 2 papers)
Probability theory and mathematical statistics
Inequalities for the sojourn time of random walk above a certain boundary
A. S. Tarasenkoab a Novosibirsk State University, ul. Pirogova, 2, 630090, Novosibirsk, Russia
b Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia
Abstract:
Under general conditions, we obtain inequalities for moments of sojourn time of a random walk over linear boundary. We find asymptotics of these moments for random walks with regular or semi-exponential distribution of summands.
Keywords:
random walk, sojourn time, inequalities.
Received February 8, 2016, published May 27, 2016
Citation:
A. S. Tarasenko, “Inequalities for the sojourn time of random walk above a certain boundary”, Sib. Èlektron. Mat. Izv., 13 (2016), 434–451
Linking options:
https://www.mathnet.ru/eng/semr688 https://www.mathnet.ru/eng/semr/v13/p434
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Abstract page: | 225 | Full-text PDF : | 46 | References: | 26 |
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