Limit distribution of the first passage time of a regenerating random walk with reflection

DOI10.1007/BF01099238MaRDI QIDQ5895321zbMATH OpenFDO

Authors S. A. Muzrapov

Publication date 1990

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01099238

zbMATH Keywords

limit distributionreflectionregenerative random walk

Mathematics Subject Classification ID

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

Review text

For a regenerative random walk with reflection the author obtains the limit distribution of the moment of achievement.

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Cites work

• scientific article; zbMATH DE number 4192820 (Why is no real title available?)
• On Ruin Problems for a Compound Poisson Process

Cited in

(1)

• scientific article; zbMATH DE number 6795362 (Why is no real title available?)

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