Geodesic
Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk
Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 12-16

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We study the asymptotic behavior of the conditional probability of the boundary crossing by a random walk with distribution belonging to the attraction domain of a stable distribution with parameter $\alpha$.
Keywords: Random walk, nonlinear boundary crossing, limit theorems
Mots-clés : stable distribution. 
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     author = {S. A. Aliev and T. E. Hashimova},
     title = {Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a1/}
}
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S. A. Aliev; T. E. Hashimova. Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk. Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 12-16. http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a1/