Distribution of some functionals of the integral of a random walk
Teoretičeskaâ i matematičeskaâ fizika, Tome 90 (1992) no. 3, pp. 323-353
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The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.
@article{TMF_1992_90_3_a0,
author = {Ya. G. Sinai},
title = {Distribution of some functionals of the integral of a~random walk},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {323--353},
year = {1992},
volume = {90},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_1992_90_3_a0/}
}
Ya. G. Sinai. Distribution of some functionals of the integral of a random walk. Teoretičeskaâ i matematičeskaâ fizika, Tome 90 (1992) no. 3, pp. 323-353. http://geodesic.mathdoc.fr/item/TMF_1992_90_3_a0/
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