Supremum asymptotics for random walk with switching

zbMATH Open1328.60078MaRDI QIDQ892080

N. E. Zubov

Publication date: 18 November 2015

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

Full work available at URL: http://semr.math.nsc.ru/v11/p999-1020.pdf

zbMATH Keywords

random walkswitchingsupremum asymptotics

Mathematics Subject Classification ID

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

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On the distribution of the trajectory maximum of a random walk with switchings

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