Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations
Matematičeskie trudy, Tome 22 (2019) no. 2, pp. 3-20
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We study the asymptotic behavior of the mean of sojourn time for a homogeneous random walk defined on $[0,n]$ to be above a receding curvilinear boundary in a domain of large deviations under Cramér's condition on the jump distribution.
@article{MT_2019_22_2_a0,
author = {I. S. Borisov and E. I. Shefer},
title = {Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations},
journal = {Matemati\v{c}eskie trudy},
pages = {3--20},
year = {2019},
volume = {22},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MT_2019_22_2_a0/}
}
TY - JOUR AU - I. S. Borisov AU - E. I. Shefer TI - Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations JO - Matematičeskie trudy PY - 2019 SP - 3 EP - 20 VL - 22 IS - 2 UR - http://geodesic.mathdoc.fr/item/MT_2019_22_2_a0/ LA - ru ID - MT_2019_22_2_a0 ER -
I. S. Borisov; E. I. Shefer. Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations. Matematičeskie trudy, Tome 22 (2019) no. 2, pp. 3-20. http://geodesic.mathdoc.fr/item/MT_2019_22_2_a0/
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