On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

Anton Sergeevich Tarasenko

doi:10.3048/semi.2018.15.145

On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

Переведенное название: Об асимптотике распределения времени пребывания на полуоси для случайного блуждания с тяжелыми хвостами

Anton Sergeevich Tarasenko

Результат исследования: Научные публикации в периодических изданиях › статья

Аннотация

We study asymptotic behavior of the distribution of the sojourn time of a random walk over growing level.We assume here regular variation of the right tail distribution of summands and existence of the second moment. Some two-sided asymptotic bounds for the sojourn time distribution are established.

Переведенное название	Об асимптотике распределения времени пребывания на полуоси для случайного блуждания с тяжелыми хвостами
Язык оригинала	английский
Страницы (с-по)	1813-1817
Число страниц	5
Журнал	Siberian Electronic Mathematical Reports
Том	15
DOI	https://doi.org/10.3048/semi.2018.15.145
Состояние	Опубликовано - 1 янв 2018

Ключевые слова

Asymptotic analysis
Random walk
Sojourn time

Доступ к документу

10.3048/semi.2018.15.145

Link to publication in Scopus

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Цитировать

Tarasenko, A. S. (2018). On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. Siberian Electronic Mathematical Reports, 15, 1813-1817. https://doi.org/10.3048/semi.2018.15.145

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