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
收藏
页码：322 / 330
页数：8
相关论文
共 50 条
  • [31] First-passage distributions of an asymmetric noisy voter model
    Kudtarkar, Santosh
    PHYSICAL REVIEW E, 2024, 109 (02)
  • [32] First-passage times, mobile traps, and Hopf bifurcations
    Tzou, Justin C.
    Xie, Shuangquan
    Kolokolnikov, Theodore
    PHYSICAL REVIEW E, 2014, 90 (06):
  • [33] First-passage times and distances along critical curves
    Zoia, A.
    Kantor, Y.
    Kardar, M.
    EPL, 2007, 80 (04)
  • [34] First-passage times under frequent stochastic resetting
    Linn S.
    Lawley S.D.
    Physical Review E, 2023, 108 (02)
  • [35] First-passage times to anisotropic partially reactive targets
    Chaigneau, Adrien
    Grebenkov, Denis S.
    PHYSICAL REVIEW E, 2022, 105 (05)
  • [36] Moment convergence of first-passage times in renewal theory
    Iksanov, Alexander
    Marynych, Alexander
    Meiners, Matthias
    STATISTICS & PROBABILITY LETTERS, 2016, 119 : 134 - 143
  • [37] Sublinear variance in first-passage percolation for general distributions
    Michael Damron
    Jack Hanson
    Philippe Sosoe
    Probability Theory and Related Fields, 2015, 163 : 223 - 258
  • [38] Computing first-passage times with the functional renormalisation group
    Rigopoulos, G.
    Wilkins, A.
    JOURNAL OF COSMOLOGY AND ASTROPARTICLE PHYSICS, 2023, (04):
  • [39] Transitions for exceptional times in dynamical first-passage percolation
    Michael Damron
    Jack Hanson
    David Harper
    Wai-Kit Lam
    Probability Theory and Related Fields, 2023, 185 : 1039 - 1085
  • [40] Transitions for exceptional times in dynamical first-passage percolation
    Damron, Michael
    Hanson, Jack
    Harper, David
    Lam, Wai-Kit
    PROBABILITY THEORY AND RELATED FIELDS, 2023, 185 (3-4) : 1039 - 1085
12345