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

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

zbMATH Keywords

random walklarge deviationssojourn time of a trajectory

Mathematics Subject Classification ID

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

Cited In (3)

• Асимптотика среднего времени пребывания случайного блуждания в области больших уклонений
• On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails
• Асимптотика распределения времени пребывания случайного блуждания в области умеренно больших уклонений

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