On the limit law of a random walk conditioned to reach a high level | Sciact - Система учета научной деятельности ИМ СО РАН

Журнал

Stochastic Processes and their Applications
ISSN: 0304-4149

Вых. Данные

Год: 2011, Том: 121, Номер: 2, Страницы: 288 - 313 Страниц : 26 DOI: 10.1016/j.spa.2010.10.007

Авторы

Foss SG ^1,2 , Puhalskii AA ^3,4

Организации

1	Heriot-Watt University, Edinburgh
2	Sobolev Institute of Mathematics, Siberian Branch of the RAS, Novosibirsk
3	University of Colorado Denver, Denver
4	Institute for Problems in Information Transmission, Moscow

Foss S. , Puhalskii A.
On the limit law of a random walk conditioned to reach a high level
Stochastic Processes and their Applications. 2011. V.121. N2. P.288 - 313. DOI: 10.1016/j.spa.2010.10.007 WOS Scopus РИНЦ OpenAlex