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Sibirskii Matematicheskii Zhurnal, 2004, Volume 45, Number 5, Pages 1112–1129
(Mi smj1122)
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This article is cited in 2 scientific papers (total in 2 papers)
Asymptotics of the stationary distribution of an oscillating random walk
D. K. Kima, V. I. Lotovb a Novosibirsk State University, Mechanics and Mathematics Department
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
We obtain some theorems on the asymptotics of the stationary distribution of an oscillating random walk with two levels of switching provided that the distance between the levels tends to infinity.
Keywords:
oscillating random walk, stationary distribution, asymptotic expansions.
Received: 14.11.2003 Revised: 09.06.2004
Citation:
D. K. Kim, V. I. Lotov, “Asymptotics of the stationary distribution of an oscillating random walk”, Sibirsk. Mat. Zh., 45:5 (2004), 1112–1129; Siberian Math. J., 45:5 (2004), 915–930
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https://www.mathnet.ru/eng/smj1122 https://www.mathnet.ru/eng/smj/v45/i5/p1112
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Abstract page: | 309 | Full-text PDF : | 88 | References: | 51 |
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