@article{TVP_2009_54_2_a11,
author = {F. G. Ragimov},
title = {On asymptotic behavior of local probabilities of multidimensional random walk crossing nonlinear boundaries},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {367--374},
year = {2009},
volume = {54},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2009_54_2_a11/}
}
TY - JOUR AU - F. G. Ragimov TI - On asymptotic behavior of local probabilities of multidimensional random walk crossing nonlinear boundaries JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2009 SP - 367 EP - 374 VL - 54 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_2009_54_2_a11/ LA - ru ID - TVP_2009_54_2_a11 ER -
F. G. Ragimov. On asymptotic behavior of local probabilities of multidimensional random walk crossing nonlinear boundaries. Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 2, pp. 367-374. http://geodesic.mathdoc.fr/item/TVP_2009_54_2_a11/
[1] Woodroofe M., Nonlinear Renewal Theory in Sequential Analysis, SIAM, Philadelphia, 1982, 119 pp. | MR
[2] Siegmund D., Sequential Analysis. Tests and Confidence Intervals, Springer-Verlag, New York, 1985, 272 pp. | MR
[3] Lalley S., “Limit theorems for first-passage times in linear and nonlinear renewal theory”, Adv. Appl. Probab., 16:4 (1984), 766–803 | DOI | MR | Zbl
[4] Ragimov F. G., Predelnye teoremy dlya momentov pervogo vykhoda protsessov s nezavisimymi prirascheniyami, Diss. kand. fiz.-matem. nauk, Matematicheskii institut im. V. A. Steklova RAN, M., 1985, 127 pp.
[5] Ragimov F. G., “Ob asimptoticheskom povedenii odnogo klassa momentov pervogo vykhoda za granitsu v mnogomernom sluchainom bluzhdanii”, Teoriya veroyatn. i ee. primen., 50:3 (2005), 579–585 | MR
[6] Aras G., Woodroofe M., “Asymptotic expansions for the moments of a randomly stopped average”, Ann. Statist., 21:1 (1993), 503–519 | DOI | MR | Zbl
[7] Borovkov A. A., Mogulskii A. A., “Predelnye teoremy v zadache dostizheniya granitsy mnogomernym bluzhdaniem”, Sib. matem. zhurn., 42:2 (2001), 289–317 | MR | Zbl
[8] Mukhin A. B., “Lokalnye predelnye teoremy dlya raspredelenii summ nezavisimykh sluchainykh vektorov”, Teoriya veroyatn. i ee. primen., 29:2 (1984), 360–366 | MR | Zbl
[9] Zolotarev V. M., Odnomernye ustoichivye raspredeleniya, Nauka, M., 1983, 304 pp. | MR
[10] Rvacheva E. L., “Ob oblastyakh prityazheniya mnogomernykh ustoichivykh raspredelenii”, Uchenye zapiski Lvovskogo un-ta, ser. mekh.-matem., 29:1 (1954), 5–44 | Zbl