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

DOI10.33048/SEMI.2019.16.068MaRDI QIDQ2331113zbMATH OpenOpenAlexFDO

Authors V. I. Lotov

Publication date 25 October 2019

Published in Sibirskie Elektronnye 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)

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Cites work

• Bounds for the probability to leave the interval
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On a random walk with switchings
• On oscillating random walks
• On Random Walks in a Strip
• On the asymptotics of the ruin probability
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(3)

• On a random walk with switchings
• On the distribution of the trajectory maximum of a stochastic process with switchings
• Supremum asymptotics for random walk with switching

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