Geodesic
The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 17 (2017) no. 4, pp. 18-27

Voir la notice de l'article provenant de la source Math-Net.Ru

We study the asymptotic behavior of the mean sojourn time for a random walk to be above a receding curved boundary in the case where the jump distribution satisfies the Cramer condition.
Keywords: random walk, mean sojourn time, large deviations. 
@article{VNGU_2017_17_4_a1,
     author = {I. S. Borisov and E. I. Shefer},
     title = {The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary},
     journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
     pages = {18--27},
     publisher = {mathdoc},
     volume = {17},
     number = {4},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a1/}
}
TY  - JOUR
AU  - I. S. Borisov
AU  - E. I. Shefer
TI  - The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary
JO  - Sibirskij žurnal čistoj i prikladnoj matematiki
PY  - 2017
SP  - 18
EP  - 27
VL  - 17
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a1/
LA  - ru
ID  - VNGU_2017_17_4_a1
ER  - 
%0 Journal Article
%A I. S. Borisov
%A E. I. Shefer
%T The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary
%J Sibirskij žurnal čistoj i prikladnoj matematiki
%D 2017
%P 18-27
%V 17
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a1/
%G ru
%F VNGU_2017_17_4_a1
I. S. Borisov; E. I. Shefer. The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 17 (2017) no. 4, pp. 18-27. http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a1/