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This article is cited in 3 scientific papers (total in 3 papers)
On the distribution of the first passage time of an arbitrary remote boundary by random walk
A. A. Borovkov Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Abstract:
Under conditions close to the minimal conditions, we find the local and integral asymptotics for the joint distribution of the first passage time by a random walk of an arbitrary remote boundary and the overshoot over that boundary.
Received: 28.04.2015
Citation:
A. A. Borovkov, “On the distribution of the first passage time of an arbitrary remote boundary by random walk”, Teor. Veroyatnost. i Primenen., 61:2 (2016), 210–233; Theory Probab. Appl., 61:2 (2017), 235–254
Linking options:
https://www.mathnet.ru/eng/tvp5054https://doi.org/10.4213/tvp5054 https://www.mathnet.ru/eng/tvp/v61/i2/p210
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Abstract page: | 428 | Full-text PDF : | 81 | References: | 67 | First page: | 19 |
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