Supremum asymptotics for random walk with switching

zbMATH Open1328.60078MaRDI QIDQ892080FDOQ892080

Authors: N. E. Zubov 

Publication date: 18 November 2015

Published in: Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: http://semr.math.nsc.ru/v11/p999-1020.pdf

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zbMATH Keywords

random walkswitchingsupremum asymptotics

Mathematics Subject Classification ID

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

Cited In (2)

• On the distribution of the trajectory maximum of a random walk with switchings
• Asymptotic analysis of oscillating random walks with two levels of switching

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