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

zbMATH Keywords

random walklarge deviationssojourn time of a trajectory

Mathematics Subject Classification ID

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

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Cited in

(5)

• Асимптотика распределения времени пребывания случайного блуждания в области умеренно больших уклонений
• On the asymptotics of the mean sojourn time of a random walk on a semi-axis
• Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations
• 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

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