On the asymptotic behavior of the distributions of first-passage times. I.

DOI10.1023/B:MATN.0000015019.37128.CBzbMath1108.60039OpenAlexW2059091877MaRDI QIDQ869774

Aleksandr A. Borovkov

Publication date: 9 March 2007

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:matn.0000015019.37128.cb

zbMATH Keywords

random walksubexponential distributionsemiexponential distributionasymptotics of the distribution of first-passage times

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (12)

Conditioned limit theorems for products of random matrices ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ Asymptotic behaviour of first passage time distributions for Lévy processes ⋮ Conditioned limit theorems for hyperbolic dynamical systems ⋮ On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries ⋮ Asymptotics for the First Passage Times of Lévy Processes and Random Walks ⋮ Unnamed Item ⋮ Notes on random walks in the Cauchy domain of attraction ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains ⋮ Local asymptotics of the cycle maximum of a heavy-tailed random walk

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