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Theory of Stochastic Processes, 2010, Volume 16(32), Issue 1, Pages 12–16 (Mi thsp55)  
This article is cited in 1 scientific paper (total in 1 paper)

Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk

S. A. Aliev, T. E. Hashimova

Institute of Mathematics and Mechanics of the NAS of Azerbaijan
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Abstract: We study the asymptotic behavior of the conditional probability of the boundary crossing by a random walk with distribution belonging to the attraction domain of a stable distribution with parameter $\alpha$.
Keywords: Random walk, nonlinear boundary crossing, limit theorems, stable distribution.
Bibliographic databases:
Document Type: Article
MSC: 60G50, 60F05
Language: English
Citation: S. A. Aliev, T. E. Hashimova, “Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk”, Theory Stoch. Process., 16(32):1 (2010), 12–16
Citation in format AMSBIB
\Bibitem{AliHas10}
\by S.~A.~Aliev, T.~E.~Hashimova
\paper Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 1
\pages 12--16
\mathnet{http://mi.mathnet.ru/thsp55}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2779845}
\zmath{https://zbmath.org/?q=an:1224.60091}
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  • https://www.mathnet.ru/eng/thsp/v16/i1/p12
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Theory of Stochastic Processes
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