On the Asymptotic Behavior of the Distributions of First-Passage Times, I

A. A. Borovkov

Matematičeskie zametki, Tome 75 (2004) no. 1, pp. 24-39.

Résumé

In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk are obtained in the cases of fixed and increasing levels. In the first part of the paper, the case of zero level is studied.

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