Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations Full article
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Siberian Advances in Mathematics
ISSN: 1055-1344 , E-ISSN: 1934-8126 |
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| Output data | Year: 2020, Volume: 30, Number: 2, Pages: 77-90 Pages count : 14 DOI: 10.3103/S1055134420020017 | ||||
| Tags | large deviations; mean sojourn time; random walk | ||||
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Abstract:
Abstract: We study the asymptotic behavior of the mean of sojourn time for a homogeneous randomwalk defined on [0,n] to be above a receding curvilinear boundaryin a domain of large deviations under Cramér’s condition on the jump distribution. © 2020, Allerton Press, Inc.
Cite:
Borisov I.S.
, Shefer E.I.
Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations
Siberian Advances in Mathematics. 2020. V.30. N2. P.77-90. DOI: 10.3103/S1055134420020017 Scopus OpenAlex
Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations
Siberian Advances in Mathematics. 2020. V.30. N2. P.77-90. DOI: 10.3103/S1055134420020017 Scopus OpenAlex
Identifiers:
| Scopus: | 2-s2.0-85086250488 |
| OpenAlex: | W3034955210 |