On the asymptotics of the mean sojourn time of a random walk on a semi-axis. (June 2015)
- Record Type:
- Journal Article
- Title:
- On the asymptotics of the mean sojourn time of a random walk on a semi-axis. (June 2015)
- Main Title:
- On the asymptotics of the mean sojourn time of a random walk on a semi-axis
- Authors:
- Lotov, V. I.
Tarasenko, A. S. - Abstract:
- Abstract: We find asymptotic expansions for the expectation of the sojourn time above an increasing level of a trajectory of a random walk with zero drift. The Cramér condition on the existence of an exponential moment is imposed on the distribution of jumps of the random walk.
- Is Part Of:
- Izvestiya. Volume 79:Number 3(2015)
- Journal:
- Izvestiya
- Issue:
- Volume 79:Number 3(2015)
- Issue Display:
- Volume 79, Issue 3 (2015)
- Year:
- 2015
- Volume:
- 79
- Issue:
- 3
- Issue Sort Value:
- 2015-0079-0003-0000
- Page Start:
- 449
- Page End:
- 466
- Publication Date:
- 2015-06
- Subjects:
- 60G50
random walk -- sojourn time -- asymptotic analysis.
Mathematics -- Periodicals
510.5 - Journal URLs:
- http://iopscience.iop.org/1064-5632/ ↗
http://ioppublishing.org/ ↗
https://www.mi-ras.ru/index.php?l=1&c=publisher ↗ - DOI:
- 10.1070/IM2015v079n03ABEH002750 ↗
- Languages:
- English
- ISSNs:
- 1064-5632
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 6748.xml