Supremum asymptotics for random walk with switching

MaRDI QIDQ892080zbMATH OpenFDO

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

zbMATH Keywords

random walkswitchingsupremum asymptotics

Mathematics Subject Classification ID

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

Recommendations

• Asymptotics for the density of the supremum of a certain kind of random walks
• An asymptotic expansion for the distribution of the supremum of a random walk
• Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
• On the distribution of the trajectory maximum of a random walk with switchings
• Tail asymptotics for the supremum of a random walk when the mean is not finite
• An asymptotic expansion for the distribution of the supremum of a Markov-modulated random walk
• scientific article; zbMATH DE number 3862175
• scientific article; zbMATH DE number 6665389
• Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case
• scientific article; zbMATH DE number 5228078

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

This page was built for publication: Supremum asymptotics for random walk with switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892080)