On the distribution of the trajectory maximum of a random walk with switchings

DOI10.33048/SEMI.2019.16.068zbMath1480.60113OpenAlexW3016189211MaRDI QIDQ2331113

Vladimir Ivanovich Lotov

Publication date: 25 October 2019

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2019.16.068

zbMATH Keywords

limit theoremsoscillating random walktrajectory maximum

Mathematics Subject Classification ID

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

Related Items (1)

On the distribution of the trajectory maximum of a stochastic process with switchings

Cites Work

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• On oscillating random walks
• Bounds for the probability to leave the interval
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• On a random walk with switchings
• Sur la distribution limite du terme maximum d'une série aléatoire
• On Random Walks in a Strip
• On the Asymptotics of the Ruin Probability

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