On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain

zbMath0733.60090MaRDI QIDQ809479

Vladimir Ivanovich Lotov

Publication date: 1991

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionsMarkov chainindecomposableinversion of generating functions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

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Limit theorems in a boundary crossing problem for random walks

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