Geodesic
Inequalities for the sojourn time of random walk above a certain boundary
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 13 (2016), pp. 434-451
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Under general conditions, we obtain inequalities for moments of sojourn time of a random walk over linear boundary. We find asymptotics of these moments for random walks with regular or semi-exponential distribution of summands.
Keywords: random walk, sojourn time, inequalities. 
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A. S. Tarasenko. Inequalities for the sojourn time of random walk above a certain boundary. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 13 (2016), pp. 434-451. http://geodesic.mathdoc.fr/item/SEMR_2016_13_a46/

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