Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis

DOI10.1134/S0081543813060138zbMath1303.60036MaRDI QIDQ2446221

Vladimir Ivanovich Lotov

Publication date: 16 April 2014

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

zbMATH Keywords

random walksojourn time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Related Items (1)

On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

Cites Work

• Factorization identities for the sojourn time of a random walk in a strip
• Limit theorems in a boundary crossing problem for random walks
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