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
收藏
页码：23 / 37
页数：15
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