Asymptotic Analysis of Oscillating Random Walks with Two Levels of Switching
Matematičeskie trudy, Tome 8 (2005) no. 2, pp. 137-167
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We obtain complete asymptotic expansions for the prestationary distribution of an oscillating random walk $X_n$ with two levels of switching $a0$ and $b>0$ in the case when the numbers $|a|$ and $b$ increase in proportion with $\sqrt n$ as $n\to\infty$.
@article{MT_2005_8_2_a4,
author = {D. K. Kim},
title = {Asymptotic {Analysis} of {Oscillating} {Random} {Walks} with {Two} {Levels} of {Switching}},
journal = {Matemati\v{c}eskie trudy},
pages = {137--167},
publisher = {mathdoc},
volume = {8},
number = {2},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MT_2005_8_2_a4/}
}
D. K. Kim. Asymptotic Analysis of Oscillating Random Walks with Two Levels of Switching. Matematičeskie trudy, Tome 8 (2005) no. 2, pp. 137-167. http://geodesic.mathdoc.fr/item/MT_2005_8_2_a4/