On hitting the high level by a random walk with delay at the origin

DOI10.1007/BF02677531zbMath0945.60067MaRDI QIDQ1975813

Vladimir Ivanovich Lotov

Publication date: 4 May 2000

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

factorization methodfirst exit timeboundary crossing problem

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50)

Cites Work

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• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• Limit theorems in a boundary crossing problem for random walks
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues
• Limit distributions of maximal segmental score among Markov-dependent partial sums
• On Ruin Problems for a Compound Poisson Process
• Extreme Values in the GI/G/1 Queue
• Procedures for Reacting to a Change in Distribution

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