On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

DOI10.33048/SEMI.2018.15.145zbMATH Open1419.60026OpenAlexW3016141693MaRDI QIDQ2633504FDOQ2633504

Authors: Anton Sergeevich Tarasenko 

Publication date: 9 May 2019

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

Full work available at URL: https://doi.org/10.33048/semi.2018.15.145

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• On the sojourn time of random walks above a certain boundary
• On the asymptotics of the mean sojourn time of a random walk on a semi-axis
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• On the sojourn time of a random walk in a strip
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

zbMATH Keywords

random walkasymptotic analysissojourn time

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
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• Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis
• On the asymptotics of the mean sojourn time of a random walk on a semi-axis
• Inequalities for the sojourn time of random walks above a certain boundary
• The asymptotic behavior of the mean sojourn time for a random walk above a receding curvilinear boundary

Cited In (10)

• On the asymptotics of the mean sojourn time of a random walk on a semi-axis
• The asymptotic behavior of the mean sojourn time for a random walk above a receding curvilinear boundary
• Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis
• On the sojourn time of random walks above a certain boundary
• Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations
• Asymptotic behaviour of non-isotropic random walks with heavy tails
• Extreme sojourns for random walks and birth-and-death processes
• On the sojourn time of a random walk in a strip
• Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation
• Inequalities for the sojourn time of random walks above a certain boundary

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