Geodesic
On asymptotic behavior of one class of the first exut times in multidimensional random walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 3, pp. 579-585

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This paper studies integral limit theorems for the first exit time of a random walk described by a nonlinear function of the sum of independent random vectors. We also study the asymptotic behavior of a mean and a variance of the first exit time under consideration.
Keywords: random walk, first exit time, integral limit theorem. 
@article{TVP_2005_50_3_a11,
     author = {F. G. Ragimov},
     title = {On asymptotic behavior of one class of the first exut times in multidimensional random walk},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {579--585},
     publisher = {mathdoc},
     volume = {50},
     number = {3},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_3_a11/}
}
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F. G. Ragimov. On asymptotic behavior of one class of the first exut times in multidimensional random walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 3, pp. 579-585. http://geodesic.mathdoc.fr/item/TVP_2005_50_3_a11/