Geodesic
On the sojourn time of random walk above a certain boundary
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 12 (2015), pp. 406-420.

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The asymptotics of the expected sojourn time of a random walk over linear and nonlinear boundaries is found. We assume that right tail distribution of random walk summands varies regularly. In the case of linear boundary the corresponding result is obtained for random walks with semi-exponential distribution of summands.
Keywords: random walk, sojourn time, asymptotic analysis. 
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A. S. Tarasenko. On the sojourn time of random walk above a certain boundary. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 12 (2015), pp. 406-420. http://geodesic.mathdoc.fr/item/SEMR_2015_12_a34/

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