Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations

I. S. Borisov; E. I. Shefer

doi:10.3103/S1055134420020017

Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations

I. S. Borisov, E. I. Shefer

Кафедра теории вероятностей и математической статистики ММФ

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

1 Цитирования (Scopus)

Аннотация

We study the asymptotic behavior of the mean of sojourn time for a homogeneous randomwalk defined on [0,n] to be above a receding curvilinear boundaryin a domain of large deviations under Cramér’s condition on the jump distribution.

Язык оригинала	английский
Страницы (с-по)	77-90
Число страниц	14
Журнал	Siberian Advances in Mathematics
Том	30
Номер выпуска	2
DOI	https://doi.org/10.3103/S1055134420020017
Состояние	Опубликовано - 1 февр. 2020

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1.01 МАТЕМАТИКА

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Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations. / Borisov, I. S.; Shefer, E. I.

В: Siberian Advances in Mathematics, Том 30, № 2, 01.02.2020, стр. 77-90.

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

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