On the first passage time of the parabolic boundary by the Markov random walk (Q6164688)

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scientific article; zbMATH DE number 7720144
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On the first passage time of the parabolic boundary by the Markov random walk
scientific article; zbMATH DE number 7720144

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    On the first passage time of the parabolic boundary by the Markov random walk (English)
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    28 July 2023
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    first-order autoregressive process
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    perturbed Markov random walk
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    central limit theorem
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    first passage moment
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    nonlinear boundary
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