scientific article; zbMATH DE number 5049486

MaRDI QIDQ5482009zbMATH OpenFDO

Authors B. A. Rogozin, Anatoli Mogulskii

Publication date 24 August 2006

zbMATH Keywords

local theoremrandom walkthe first hitting timezero-drift walk

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Recommendations

• Local limit theorem for the first crossing time of a fixed level by a random walk
• scientific article; zbMATH DE number 3894169
• scientific article; zbMATH DE number 4180465
• Local time of a random walk up to the first passage to the semiaxis
• On the local time of a stopped random walk attaining a high level
• scientific article; zbMATH DE number 3917394
• The first hitting time of a single point for random walks
• scientific article; zbMATH DE number 863585
• On the distribution of random walk local time
• A local limit theorem for perturbed random walks

Cited in

(4)

• On hitting the high level by a random walk with delay at the origin
• Local limit theorem for the first crossing time of a fixed level by a random walk
• The first hitting time of a single point for random walks
• Local probabilities for random walks conditioned to stay positive

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5482009)