The limit theorems for one class of moments of first intersection of nonlinear boundary by multidimensional walk

zbMATH Open1128.60018MaRDI QIDQ5307804FDOQ5307804

Authors: F. Rahimov 

Publication date: 18 September 2007

Recommendations

• On the asymptotic behavior of local probabilities of a multidimensional random walk crossing nonlinear boundaries
• On finiteness of the moments of intersection time of one-sided nonlinear boundary by a random walk
• On the Asymptotical Behavior of One Class of the First Exit Time of a Multidimensional Random Walk
• On the mean value of boundary functionals related with nonlinear boundary crossing by a perturbed random walk
• On asymptotic behavior of local probabilities of nonlinear boundary crossing by a random walk

zbMATH Keywords

nonlinear boundaryintegral limit theoremsmultidimensional walkthe first passage time of a process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited In (4)

• Limit theorems for time and place of the first boundary passage by a multidimensional random walk
• On the asymptotic behavior of local probabilities of a multidimensional random walk crossing nonlinear boundaries
• On the Asymptotical Behavior of One Class of the First Exit Time of a Multidimensional Random Walk
• On finiteness of the moments of intersection time of one-sided nonlinear boundary by a random walk

This page was built for publication: The limit theorems for one class of moments of first intersection of nonlinear boundary by multidimensional walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5307804)