|
This article is cited in 9 scientific papers (total in 9 papers)
On the Asymptotic Behavior of Distributions of First-Passage Times, II
A. A. Borovkov
Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
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).
DOI:
https://doi.org/10.4213/mzm37
 Full text:
PDF file (225 kB)
References:
PDF file
HTML file
English version:
Mathematical Notes, 2004, 75:3, 322–330
Bibliographic databases:
  
UDC:
519.214
Received: 17.05.2002
Revised: 01.04.2003
Citation:
A. A. Borovkov, “On the Asymptotic Behavior of Distributions of First-Passage Times, II”, Mat. Zametki, 75:3 (2004), 350–359; Math. Notes, 75:3 (2004), 322–330
Citation in format AMSBIB
\Bibitem{Bor04}
\by A.~A.~Borovkov
\paper On the Asymptotic Behavior of Distributions of First-Passage Times, II
\jour Mat. Zametki
\yr 2004
\vol 75
\issue 3
\pages 350--359
\mathnet{http://mi.mathnet.ru/mz37}
\crossref{https://doi.org/10.4213/mzm37}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=2068798}
\zmath{https://zbmath.org/?q=an:1138.60035}
\transl
\jour Math. Notes
\yr 2004
\vol 75
\issue 3
\pages 322--330
\crossref{https://doi.org/10.1023/B:MATN.0000023311.52852.25}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000221289900003}
Linking options:
http://mi.mathnet.ru/eng/mz37https://doi.org/10.4213/mzm37 http://mi.mathnet.ru/eng/mz/v75/i3/p350
Citing articles on Google Scholar:
Russian citations,
English citations
Related articles on Google Scholar:
Russian articles,
English articles
Cycle of papers
This publication is cited in the following articles:
-
A. A. Mogul'skii, B. A. Rogozin, “A Local Theorem for the First Hitting Time of a Fixed Level by a Random Walk”, Siberian Adv. Math., 15:3 (2005), 1–27
 -
A. A. Mogul'skii, “Large deviations of the first passage time for a random walk with semiexponentially distributed jumps”, Siberian Math. J., 47:6 (2006), 1084–1101
-
Vatutin V.A., Wachtel V., “Local probabilities for random walks conditioned to stay positive”, Probab. Theory Related Fields, 143:1-2 (2009), 177–217
  -
Denisov D., Shneer V., “Asymptotics for the First Passage Times of Levy Processes and Random Walks”, J. Appl. Probab., 50:1 (2013), 64–84
-
Aurzada F., Kramm T., Savov M., “First Passage Times of Levy Processes Over a One-Sided Moving Boundary”, Markov Process. Relat. Fields, 21:1 (2015), 1–38
-
Aurzada F., Kramm T., “The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes”, J. Theor. Probab., 29:3 (2016), 737–760
-
R. T. Aliev, T. A. Khaniev, “On the Limiting Behavior of the Characteristic Function of the Ergodic Distribution of the Semi-Markov Walk with Two Boundaries”, Math. Notes, 102:4 (2017), 444–454
-
Grama I., Le Page E., Peigne M., “Conditioned Limit Theorems For Products of Random Matrices”, Probab. Theory Relat. Field, 168:3-4 (2017), 601–639
-
Grama I., Lauvergnat R., Le Page E., “Limit Theorems For Markov Walks Conditioned to Stay Positive Under a Spectral Gap Assumption”, Ann. Probab., 46:4 (2018), 1807–1877
|
| Number of views: |
| This page: | 376 | | Full text: | 150 | | References: | 86 | | First page: | 3 |
|
Terms of Use