Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 5–11 (Mi thsp35)  
On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk

S. Aliyeva, F. Rahimovb, M. Navidi

a Institute of Mathematics and Mechanics of the NAS of Azerbaijan
b Department of Probability Theory and Mathematical Statistics of the State University of Baku
Full-text PDF (150 kB)
References:
PDF
HTML
Abstract: We prove a theorem on the limit behavior of the conditional probability of crossing the nonlinear boundary by a perturbed random walk with a distribution which belongs to the domain of attraction of the stable law with index $\alpha \in \left( 1,2\right].$
Keywords: Perturbed random walk, first passage time, conditional probability of crossing the boundary, overshoot of a random walk.
Bibliographic databases:
Document Type: Article
MSC: 60G50
Language: English
Citation: S. Aliyev, F. Rahimov, M. Navidi, “On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk”, Theory Stoch. Process., 17(33):1 (2011), 5–11
Citation in format AMSBIB
\Bibitem{AliRagNav11}
\by S.~Aliyev, F. Rahimov, M.~Navidi
\paper On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 5--11
\mathnet{http://mi.mathnet.ru/thsp35}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076551}
\zmath{https://zbmath.org/?q=an:1249.60084}
Linking options:
  • https://www.mathnet.ru/eng/thsp35
  • https://www.mathnet.ru/eng/thsp/v17/i1/p5
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:341
    Full-text PDF :54
    References:21
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024