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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 588–592 (Mi tvp1097)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

Limit distribution for a random walk with absorption

A. V. Pečinkin

Moscow
Full-text PDF (280 kB) Citations (2)
Abstract: Let $\xi_1,\xi_2,\dots$ are independent identically distributed random variables, $\mathbf M\xi_1=0$, $\mathbf D\xi_1=1$ and
$$ S_n=n^{-1/2}(\xi_1+\dots+\xi_n),\qquad\nu=\min\{n:S_n<0\}. $$
We show that
$$ \mathbf P\{S_\nu<x\mid\nu>n\}\to V(x),\qquad\mathbf P\{S_n<x\mid\nu>n\}\to 1-e^{-x^2/2}. $$
Received: 03.04.1978
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 3, Pages 580–584
DOI: https://doi.org/10.1137/1125068
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Pečinkin, “Limit distribution for a random walk with absorption”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 588–592; Theory Probab. Appl., 25:3 (1981), 580–584
Citation in format AMSBIB
\Bibitem{Pec80}
\by A.~V.~Pe{\v{c}}inkin
\paper Limit distribution for a~random walk with absorption
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 3
\pages 588--592
\mathnet{http://mi.mathnet.ru/tvp1097}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=582587}
\zmath{https://zbmath.org/?q=an:0464.60076|0459.60061}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 3
\pages 580--584
\crossref{https://doi.org/10.1137/1125068}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MB70100012}
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  • https://www.mathnet.ru/eng/tvp1097
  • https://www.mathnet.ru/eng/tvp/v25/i3/p588
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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