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

被引：11

作者：

Borovkov, AA ^{[1
]}

机构：

[1] Russian Acad Sci, Siberian Div, SL Sobolev Math Inst, Novosibirsk 630090, Russia

来源：

MATHEMATICAL NOTES | 2004年 / 75卷 / 3-4期

关键词：

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

D O I：

10.1023/B:MATN.0000023311.52852.25

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 with nonzero drift are obtained in the case of passage of zero level (in both directions).

引用

页码：322 / 330

页数：9

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[1] On the Asymptotic Behavior of Distributions of First-Passage Times, II
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