On the asymptotics of the mean sojourn time of a random walk on a semi-axis

DOI10.1070/IM2015V079N03ABEH002750zbMath1320.60109MaRDI QIDQ5499984

Anton Sergeevich Tarasenko, Vladimir Ivanovich Lotov

Publication date: 5 August 2015

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic analysisrandom walksojourn time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (2)

On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails ⋮ Асимптотика среднего времени пребывания случайного блуждания в области больших уклонений

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