Convergence of Distribution of the Sojourn Time of a Random Walk on a Half-Axis

DOI10.1007/s10958-014-1809-zzbMath1289.60084OpenAlexW2079907324MaRDI QIDQ5398223

Vladimir Ivanovich Lotov

Publication date: 26 February 2014

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

Full work available at URL: https://doi.org/10.1007/s10958-014-1809-z

zbMATH Keywords

asymptotic analysisrandom walkmoment generating functionweighted renewal function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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