Random walks in the positive quadrant. III: Constants in integral and local theorems

MaRDI QIDQ1597967zbMATH OpenFDO

Authors B. A. Rogozin, Anatoli Mogulskii

Publication date 28 May 2002

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

factorization componentsrenewal equationrenewal function

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Review text

[For part I see Sib. Adv. Math. 10, No. 1, 34-72 (2000); translation from Mat. Tr. 2, No. 2, 57-97 (1999; Zbl 0946.60040). For part II see Sib. Adv. Math. 10, No. 2, 35-103 (2000); translation from Mat. Tr. 3, No. 1, 48-118 (2000; Zbl 0959.60031).] The authors obtain precise formulas for constants in the local and integral theorems proven in parts I and II. They also propose a version of the integral theorem which complements the main result of part II and give a probabilistic interpretation of a solution to an integral equation in the positive quadrant.

Recommendations

• Random walks in the positive quadrant. II. Integral theorem
• Random walks and periodic continued fractions
• scientific article; zbMATH DE number 1498458
• RANDOM WALK CONDITIONED TO STAY POSITIVE
• scientific article; zbMATH DE number 1438903

Cited in

(3)

• Random walks in the positive quadrant. II. Integral theorem
• Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms
• scientific article; zbMATH DE number 1498458 (Why is no real title available?)

This page was built for publication: Random walks in the positive quadrant. III: Constants in integral and local theorems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1597967)