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
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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},
year = {2017},
volume = {17},
number = {4},
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 UR - http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a1/ LA - ru ID - VNGU_2017_17_4_a1 ER -
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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/
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