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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2014, Volume 11, Pages 999–1020
(Mi semr546)
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Probability theory and mathematical statistics
Supremum asymptotics for random walk with switching
D. K. Kim Kazakh National Technical University after K. I. Satpaev
Abstract:
We consider random walk Xn,n≥0 with one level of switching a≤0. Some theorems on the asymptotics of the supremum distribution P(supnXn>x) as x→∞, a→−∞ were obtained in Cramer case.
Keywords:
random walk with switching, supremum asymptotics.
Received October 27, 2014, published December 28, 2014
Citation:
D. K. Kim, “Supremum asymptotics for random walk with switching”, Sib. Èlektron. Mat. Izv., 11 (2014), 999–1020
Linking options:
https://www.mathnet.ru/eng/semr546 https://www.mathnet.ru/eng/semr/v11/p999
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Abstract page: | 266 | Full-text PDF : | 74 | References: | 44 |
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