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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2016, Volume 13, Pages 434–451
DOI: https://doi.org/10.17377/semi.2016.13.038 (Mi semr688) 		 
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
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DOI: https://doi.org/10.17377/semi.2016.13.038
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.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00049_а
Received February 8, 2016, published May 27, 2016
Document Type: Article
UDC: 519.21
MSC: 60F10
Language: Russian
Citation: A. S. Tarasenko, “Inequalities for the sojourn time of random walk above a certain boundary”, Sib. Èlektron. Mat. Izv., 13 (2016), 434–451
Citation in format AMSBIB
\Bibitem{Tar16}
\by A.~S.~Tarasenko
\paper Inequalities for the sojourn time of random walk above a certain boundary
\jour Sib. \`Elektron. Mat. Izv.
\yr 2016
\vol 13
\pages 434--451
\mathnet{http://mi.mathnet.ru/semr688}
\crossref{https://doi.org/10.17377/semi.2016.13.038}
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