On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 5-11
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We prove a theorem on the limit behavior of the conditional probability of crossing the nonlinear boundary by a perturbed random walk with a distribution which belongs to the domain of attraction of the stable law with index $\alpha \in \left( 1,2\right].$
Keywords:
Perturbed random walk, first passage time, conditional probability of crossing the boundary, overshoot of a random walk.
@article{THSP_2011_17_1_a0,
author = {S. Aliyev and F. Rahimov and M. Navidi},
title = {On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {5--11},
publisher = {mathdoc},
volume = {17},
number = {1},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a0/}
}
TY - JOUR AU - S. Aliyev AU - F. Rahimov AU - M. Navidi TI - On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk JO - Teoriâ slučajnyh processov PY - 2011 SP - 5 EP - 11 VL - 17 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a0/ LA - en ID - THSP_2011_17_1_a0 ER -
%0 Journal Article %A S. Aliyev %A F. Rahimov %A M. Navidi %T On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk %J Teoriâ slučajnyh processov %D 2011 %P 5-11 %V 17 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a0/ %G en %F THSP_2011_17_1_a0
S. Aliyev; F. Rahimov; M. Navidi. On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 5-11. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a0/