On the asymptotic behavior of the distributions of first-passage times, I

被引：10

作者：

Borovkov, AA ^{[1
]}

机构：

[1] Russian Acad Sci, Siberian Div, Novosibirsk, Russia

来源：

MATHEMATICAL NOTES | 2004年 / 75卷 / 1-2期

关键词：

random walk; first-passage time; asymptotics of the distribution of first-passage times; semiexponential distribution; subexponential distribution;

D O I：

10.1023/B:MATN.0000015019.37128.cb

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk are obtained in the cases of fixed and increasing levels. In the first part of the paper, the case of zero level is studied.

引用

页码：23 / 37

页数：15

共 50 条

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