Geodesic
On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 15 (2018), pp. 1813-1817

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We study asymptotic behavior of the distribution of the sojourn time of a random walk over growing level. We assume here regular variation of the right tail distribution of summands and existence of the second moment. Some two-sided asymptotic bounds for the sojourn time distribution are established.
Keywords: random walk, sojourn time, asymptotic analysis. 
@article{SEMR_2018_15_a42,
     author = {A. S. Tarasenko},
     title = {On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {1813--1817},
     publisher = {mathdoc},
     volume = {15},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2018_15_a42/}
}
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A. S. Tarasenko. On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 15 (2018), pp. 1813-1817. http://geodesic.mathdoc.fr/item/SEMR_2018_15_a42/