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

被引：0

作者：

A. A. Borovkov

机构：

[1] Russian Academy of Sciences,S. L. Sobolev Mathematics Institute

[2] Siberian Division,undefined

来源：

Mathematical Notes | 2004年 / 75卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

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：8

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