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

DOI10.33048/semi.2018.15.145zbMath1419.60026OpenAlexW3016141693MaRDI QIDQ2633504

Anton Sergeevich Tarasenko

Publication date: 9 May 2019

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

Full work available at URL: https://doi.org/10.33048/semi.2018.15.145

zbMATH Keywords

asymptotic analysisrandom walksojourn time

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis
• Inequalities for the sojourn time of random walks above a certain boundary
• The Asymptotic Behavior of the Mean Sojourn Time for a Random Walk Above a Receding Curvilinear Boundary
• On the asymptotics of the mean sojourn time of a random walk on a semi-axis