On the asymptotic behavior of the distributions of first-passage times. I.
From MaRDI portal
Publication:869774
DOI10.1023/B:MATN.0000015019.37128.CBzbMATH Open1108.60039OpenAlexW2059091877MaRDI QIDQ869774FDOQ869774
Authors: A. A. Borovkov
Publication date: 9 March 2007
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:matn.0000015019.37128.cb
Recommendations
- On the asymptotic behavior of distributions of first-passage times. II
- scientific article; zbMATH DE number 5666592
- On the asymptotic behaviour of first passage times for transient random walk
- On the distribution of the first passage time of a random walk to an arbitrary remote boundary
- Local behaviour of first passage probabilities
random walksubexponential distributionsemiexponential distributionasymptotics of the distribution of first-passage times
Cited In (23)
- Notes on random walks in the Cauchy domain of attraction
- Passage times of asymmetric anomalous walks with multiple paths
- On limit distributions of the time of first passage over a high level
- On the distribution of the first passage time of a random walk to an arbitrary remote boundary
- Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
- Limit theorems for affine Markov walks conditioned to stay positive
- Conditioned limit theorems for products of random matrices
- First Passage Times for Combinations of Random Loads
- Title not available (Why is that?)
- Local behaviour of first passage probabilities
- Title not available (Why is that?)
- Asymptotic behaviour of first passage time distributions for Lévy processes
- Asymptotic behaviour of first passage time distributions for subordinators
- On the method of images and the asymptotic behavior of first-passage times
- Local asymptotics of the cycle maximum of a heavy-tailed random walk
- On the asymptotic behaviour of first passage times for diffusions
- Conditioned limit theorems for hyperbolic dynamical systems
- Asymptotics for the first passage times of Lévy processes and random walks
- On the asymptotic behavior of distributions of first-passage times. II
- Moment Convergence of Reciprocals of some First Passage Times
- Conditioned local limit theorems for random walks defined on finite Markov chains
- Tracking a random walk first-passage time through noisy observations
- On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries
This page was built for publication: On the asymptotic behavior of the distributions of first-passage times. I.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869774)