The asymptotic behavior of the mean sojourn time for a random walk above a receding curvilinear boundary

DOI10.1007/S10958-019-04177-1zbMATH Open1438.60059OpenAlexW2914258571MaRDI QIDQ5230736FDOQ5230736

Authors: Igor S. Borisov, Evgeniĭ Igorevich Shefer 

Publication date: 28 August 2019

Published in: Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-019-04177-1

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zbMATH Keywords

random walklarge deviationssojourn time of a trajectory

Mathematics Subject Classification ID

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

Cited In (5)

• On the asymptotics of the mean sojourn time of a random walk on a semi-axis
• On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails
• On the sojourn time of random walks above a certain boundary
• Асимптотика распределения времени пребывания случайного блуждания в области умеренно больших уклонений
• Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations

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