On the distribution of the first passage time of a random walk to an arbitrary remote boundary Full article
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Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219 |
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| Output data | Year: 2017, Volume: 61, Number: 2, Pages: 235-254 Pages count : 20 DOI: 10.1137/S0040585X97T988125 | ||||
| Tags | Arbitrary boundary; First passage time; Local and integral asymptotics; Overshoot | ||||
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Abstract:
Under conditions close to the minimal conditions, we find the local and integral asymptotics for the joint distribution of the first passage time by a random walk of an arbitrary remote boundary and the overshoot over that boundary. © 2017 Society for Industrial and Applied Mathematics.
Cite:
Borovkov A.A.
On the distribution of the first passage time of a random walk to an arbitrary remote boundary
Theory of Probability and its Applications. 2017. V.61. N2. P.235-254. DOI: 10.1137/S0040585X97T988125 WOS Scopus OpenAlex
On the distribution of the first passage time of a random walk to an arbitrary remote boundary
Theory of Probability and its Applications. 2017. V.61. N2. P.235-254. DOI: 10.1137/S0040585X97T988125 WOS Scopus OpenAlex
Identifiers:
| Web of science: | WOS:000404120400003 |
| Scopus: | 2-s2.0-85021239332 |
| OpenAlex: | W2716547559 |