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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On asymptotic behavior of one class of the first exut times in multidimensional random walk
F. G. Ragimov Baku State University
Abstract:
This paper studies integral limit theorems for the first exit time of a random walk described by a nonlinear function of the sum of independent random vectors. We also study the asymptotic behavior of a mean and a variance of the first exit time under consideration.
Keywords:
random walk, first exit time, integral limit theorem.
Received: 23.04.2001
Citation:
F. G. Ragimov, “On asymptotic behavior of one class of the first exut times in multidimensional random walk”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 579–585; Theory Probab. Appl., 50:3 (2006), 505–510
Linking options:
https://www.mathnet.ru/eng/tvp98https://doi.org/10.4213/tvp98 https://www.mathnet.ru/eng/tvp/v50/i3/p579
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