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.
Citation:
A. A. Borovkov, “On the distribution of the first passage time of an arbitrary remote boundary by random walk”, Teor. Veroyatnost. i Primenen., 61:2 (2016), 210–233; Theory Probab. Appl., 61:2 (2017), 235–254
\Bibitem{Bor16}
\by A.~A.~Borovkov
\paper On the distribution of the first passage time of an arbitrary remote boundary by random walk
\jour Teor. Veroyatnost. i Primenen.
\yr 2016
\vol 61
\issue 2
\pages 210--233
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\crossref{https://doi.org/10.4213/tvp5054}
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\transl
\jour Theory Probab. Appl.
\yr 2017
\vol 61
\issue 2
\pages 235--254
\crossref{https://doi.org/10.1137/S0040585X97T988125}
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Linking options:
https://www.mathnet.ru/eng/tvp5054
https://doi.org/10.4213/tvp5054
https://www.mathnet.ru/eng/tvp/v61/i2/p210
This publication is cited in the following 3 articles:
A. A. Borovkov, “Functional limit theorems for compound renewal processes”, Siberian Math. J., 60:1 (2019), 27–40
A. A. Borovkov, K. A. Borovkov, “A refined version of the integro-local Stone theorem”, Statist. Probab. Lett., 123 (2017), 153–159
A. A. Borovkov, “Generalization and refinement of the integro-local Stone theorem for sums of random vectors”, Theory Probab. Appl., 61:4 (2017), 590–612
Citation in format AMSBIB
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