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This article is cited in 4 scientific papers (total in 4 papers)
Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis
V. I. Lotovab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia
Abstract:
A complete asymptotic expansion for $n\to\infty$ is obtained in a local limit theorem for the distribution of the sojourn time of a random walk with zero drift in the set $(b,\infty)$ during $n$ steps. Here $b=b(n)\to\infty$, $b(n)=o(n)$, and Cramér-type conditions are imposed on the distribution of jumps of the walk.
Received in November 2012
Citation:
V. I. Lotov, “Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis”, Branching processes, random walks, and related problems, Collected papers. Dedicated to the memory of Boris Aleksandrovich Sevastyanov, corresponding member of the Russian Academy of Sciences, Trudy Mat. Inst. Steklova, 282, MAIK Nauka/Interperiodica, Moscow, 2013, 154–164; Proc. Steklov Inst. Math., 282 (2013), 146–156
Linking options:
https://www.mathnet.ru/eng/tm3482https://doi.org/10.1134/S0371968513030138 https://www.mathnet.ru/eng/tm/v282/p154
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