Asymptotics of the Distribution Tail of the Sojourn Time for a Random Walk in a Domain of Moderate Large Deviations

Asymptotics of the Distribution Tail of the Sojourn Time for a Random Walk in a Domain of Moderate Large Deviations Full article

Journal

Siberian Advances in Mathematics
ISSN: 1055-1344 , E-ISSN: 1934-8126

Output data

Year: 2020, Volume: 30, Number: 3, Pages: 162-176 Pages count : 15 DOI: 10.3103/S1055134420030025

Tags

Cramér’s condition; moderate large deviations; random walk; sojourn time

Authors

Borisov I.S. ^1,2 , Shefer E.I. ²

Affiliations

1	Sobolev Institute of Mathematics, Novosibirsk, 630090, Russian Federation
2	Novosibirsk State University, Novosibirsk, 630090, Russian Federation

Abstract: An asymptotics is obtained for the distribution tail of the sojourn time for a homogeneousrandom walk defined on [0,n], above areceding level in a domain of moderate large deviations under Cramér’s condition on thejump distribution. © 2020, Allerton Press, Inc.

Borisov I.S. , Shefer E.I.
Asymptotics of the Distribution Tail of the Sojourn Time for a Random Walk in a Domain of Moderate Large Deviations
Siberian Advances in Mathematics. 2020. V.30. N3. P.162-176. DOI: 10.3103/S1055134420030025 Scopus OpenAlex

Scopus:	2-s2.0-85089543676
OpenAlex:	W3072458148

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