On a Boundary Problem for a Nonrecurrent Random Walk

DOI10.1137/1131037MaRDI QIDQ3805587zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1131037

zbMATH Keywords

asymptotic estimatenon-recurrent random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(6)

• On some inequalities in boundary crossing problems for random walks
• On identities for a random walk in an orthant with absorbing boundary
• scientific article; zbMATH DE number 843491 (Why is no real title available?)
• scientific article; zbMATH DE number 3426570 (Why is no real title available?)
• Two-boundary problems for semi-Markov walk with a linear drift
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions

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