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).
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页码：322 / 330
页数：8
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