On the sojourn time of random walks above a certain boundary

DOI10.17377/SEMI.2015.12.034zbMath1343.60056MaRDI QIDQ2630927

Anton Sergeevich Tarasenko

Publication date: 28 July 2016

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

zbMATH Keywords

asymptotic analysisrandom walksojourn time

Mathematics Subject Classification ID

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

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