On asymptotic behavior of local probabilities of linear boundary crossing by perturbed random walk

MaRDI QIDQ4904017zbMATH OpenFDO

Authors F. Rahimov, Tarana E. Hashimova, Mahmud M. Navidi

Publication date 28 January 2013

zbMATH Keywords

local limit theoremboundary crossingperturbed random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Recommendations

• On asymptotic behavior of local probabilities of nonlinear boundary crossing by a random walk
• scientific article; zbMATH DE number 5948729
• First passage times for perturbed random walks
• Some asymptotic results for transient random walks
• On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk

Cited in

(6)

• On the limit behavior of conditional probabilities of crossing of nonlinear boundaries by perturbed random walk
• On asymptotic behavior of local probabilities of nonlinear boundary crossing by a random walk
• First passage times for perturbed random walks
• Asymptotic behavior of large deviation probabilities for a simple oscillating random walk
• scientific article; zbMATH DE number 5948729 (Why is no real title available?)
• Boundary crossing distributions of random walks related to the law of the iterated logarithm

This page was built for publication: On asymptotic behavior of local probabilities of linear boundary crossing by perturbed random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4904017)