Inequalities for the sojourn time of random walks above a certain boundary

DOI10.17377/SEMI.2016.13.038zbMath1343.60055MaRDI QIDQ2630509

Anton Sergeevich Tarasenko

Publication date: 28 July 2016

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

zbMATH Keywords

inequalitiesrandom walksojourn time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (1)

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

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