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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 873–879
(Mi tvp2915)
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This article is cited in 11 scientific papers (total in 11 papers)
Short Communications
Asymptotic analysis of distributions in the problems with two boundaries. II
V. I. Lotov Novosibirsk
Abstract:
Let the conditions of the first part of the paper are satisfied. We obtain the complete asymptotic expansions of the probabilities
\begin{gather*}
\mathbf P\{S_n=k,\,N>n\},\qquad k\in(-a,b),\\
\mathbf P\{S_N=k,\,N=n\},\qquad k\notin(-a,b),
\end{gather*}
for the case $a=a(n)=o(n)$, $b=b(n)=o(n)$, $a\to\infty$, $b\to\infty$, $a+b\ge Cn^{1/2}$.
Received: 04.07.1977
Citation:
V. I. Lotov, “Asymptotic analysis of distributions in the problems with two boundaries. II”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 873–879; Theory Probab. Appl., 24:4 (1979), 869–876
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