Limit theorems in a boundary crossing problem for random walks

DOI10.1007/BF02674722zbMATH Open0945.60066OpenAlexW1999367886MaRDI QIDQ1975810FDOQ1975810

Authors: V. I. Lotov 

Publication date: 4 May 2000

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

Full work available at URL: https://doi.org/10.1007/bf02674722

Recommendations

• scientific article; zbMATH DE number 2154074
• Limit theorems for a conditional random walk
• On the asymptotic expectation and variance of the number of boundary crossings
• On Large Jumps of a Cramer Random Walk

zbMATH Keywords

factorization methodfirst exit timeboundary crossing problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50)

Cites Work

• Title not available (Why is that?)
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• Title not available (Why is that?)
• On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain
• Title not available (Why is that?)
• An Estimate for the Convergence Rate for the Absorption Probability

Cited In (18)

• Bounds for the probability to leave the interval
• Constructive approach to limit theorems for recurrent diffusive random walks on a strip
• Integral Limit Theorems for Nonlinear Boundary Crossing Time by Sums of Independent Variables
• Limit theorems for projections of random walk on a hypersphere
• On some inequalities in boundary crossing problems for random walks
• Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis
• On a limit behaviour of a random walk penalised in the lower half-plane
• Approximation of the expectation of the first exit time from an interval for a random walk
• A limit law for random walks with physical applications
• On the asymptotics of the ruin probability
• Estimates for overshooting an arbitrary boundary by a random walk and their applications
• Analysis of the distribution of a random process with differential semi-Markov walk with delaying screen at zero
• On the sojourn time of a random walk in a strip
• Title not available (Why is that?)
• On hitting the high level by a random walk with delay at the origin
• Title not available (Why is that?)
• Exact formulas in some boundary crossing problems for integer-valued random walks
• On a random walk with switchings

This page was built for publication: Limit theorems in a boundary crossing problem for random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1975810)