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
相关论文
共 50 条
  • [41] New First Passage Times and Their Distributions
    Cui, Lirong
    Chen, Jianhui
    Gao, Hongda
    Shen, Jingyuan
    [J]. 2016 SECOND INTERNATIONAL SYMPOSIUM ON STOCHASTIC MODELS IN RELIABILITY ENGINEERING, LIFE SCIENCE AND OPERATIONS MANAGEMENT (SMRLO), 2016, : 20 - 22
  • [42] LIMIT DISTRIBUTIONS FOR FIRST PASSAGE TIMES
    BEUERMAN, DR
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05): : 1788 - &
  • [43] Ageing first-passage times of Markov processes: A matrix approach
    Li, HJ
    Shaked, M
    [J]. JOURNAL OF APPLIED PROBABILITY, 1997, 34 (01) : 1 - 13
  • [44] Greedy polyominoes and first-passage times on random Voronoi tilings
    Pimentel, Leandro P. R.
    Rossignol, Raphael
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2012, 17 : 1 - 31
  • [45] Numerical Computation of First-Passage Times of Increasing Levy Processes
    Veillette, Mark
    Taqqu, Murad S.
    [J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2010, 12 (04) : 695 - 729
  • [46] FIRST-PASSAGE TIMES FOR RANDOM WALKS WITH NONIDENTICALLY DISTRIBUTED INCREMENTS
    Denisov, Denis
    Sakhanenko, Alexander
    Wachtel, Vitali
    [J]. ANNALS OF PROBABILITY, 2018, 46 (06): : 3313 - 3350
  • [47] Direct detection of molecular intermediates from first-passage times
    Thorneywork, Alice L.
    Gladrow, Jannes
    Qing, Yujia
    Rico-Pasto, Marc
    Ritort, Felix
    Bayley, Hagan
    Kolomeisky, Anatoly B.
    Keyser, Ulrich F.
    [J]. SCIENCE ADVANCES, 2020, 6 (18):
  • [48] Divergence of shape fluctuation for general distributions in first-passage percolation
    Nakajima, Shuta
    [J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 56 (02): : 782 - 791
  • [49] On ageing properties of first-passage times of increasing Markov processes
    Belzunce, F
    Ortega, EM
    Ruiz, JM
    [J]. ADVANCES IN APPLIED PROBABILITY, 2002, 34 (01) : 241 - 259
  • [50] The first-passage times of phase semi-Markov processes
    Zhang, Xuan
    Hou, Zhenting
    [J]. STATISTICS & PROBABILITY LETTERS, 2012, 82 (01) : 40 - 48
12345