On the Limit Distributions Associated with Step-kind Boundary Problems

MaRDI QIDQ6292000zbMATH OpenFDO

Authors Sherzod M. Mirakhmedov, Anatoliy N. Starscev

Publication date 1 October 2017

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Abstract: A random walk generated by a sum of independent identity distributed random variables with positive expectation is considered. The limiting distributions for the first- passage -time of a step-function boundary are derived.

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