|
This article is cited in 2 scientific papers (total in 2 papers)
The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary
I. S. Borisovab, E. I. Sheferb a Sobolev Institute of Mathematics SB RAS,
4, Akad. Koptyuga pr., Novosibirsk 630090, Russia
b Novosibirsk State University, 1, Pirogova St., Novosibirsk 630090, Russia
Abstract:
We study the asymptotic behavior of the mean sojourn time for a random walk to be above a receding curved boundary in the case where the jump distribution satisfies the Cramer condition.
Keywords:
random walk, mean sojourn time, large deviations.
Received: 07.12.2016
Citation:
I. S. Borisov, E. I. Shefer, “The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary”, Sib. J. Pure and Appl. Math., 17:4 (2017), 18–27; J. Math. Sci., 237:4 (2019), 511–520
Linking options:
https://www.mathnet.ru/eng/vngu451 https://www.mathnet.ru/eng/vngu/v17/i4/p18
|
Statistics & downloads: |
Abstract page: | 263 | Full-text PDF : | 37 | References: | 34 | First page: | 21 |
|