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

MaRDI QIDQ5307804zbMATH OpenFDO

Authors F. Rahimov

Publication date 18 September 2007

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)

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Cited in

(4)

• 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
• On the asymptotic behavior of local probabilities of a multidimensional random walk crossing nonlinear boundaries
• Limit theorems for time and place of the first boundary passage by a multidimensional random walk

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