Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teor. Veroyatnost. i Primenen., 2016, Volume 61, Issue 2, Pages 210–233 (Mi tvp5054)  

This article is cited in 3 scientific papers (total in 3 papers)

On the distribution of the first passage time of an arbitrary remote boundary by random walk

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: Under conditions close to the minimal conditions, we find the local and integral asymptotics for the joint distribution of the first passage time by a random walk of an arbitrary remote boundary and the overshoot over that boundary.

Funding Agency Grant Number
Russian Foundation for Basic Research 14-01-00220_а


DOI: https://doi.org/10.4213/tvp5054

Full text: PDF file (233 kB)
References: PDF file   HTML file

English version:
Theory of Probability and its Applications, 2017, 61:2, 235–254

Bibliographic databases:

Received: 28.04.2015

Citation: A. A. Borovkov, “On the distribution of the first passage time of an arbitrary remote boundary by random walk”, Teor. Veroyatnost. i Primenen., 61:2 (2016), 210–233; Theory Probab. Appl., 61:2 (2017), 235–254

Citation in format AMSBIB
\Bibitem{Bor16}
\by A.~A.~Borovkov
\paper On the distribution of the first passage time of an arbitrary remote boundary by random walk
\jour Teor. Veroyatnost. i Primenen.
\yr 2016
\vol 61
\issue 2
\pages 210--233
\mathnet{http://mi.mathnet.ru/tvp5054}
\crossref{https://doi.org/10.4213/tvp5054}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3626781}
\elib{https://elibrary.ru/item.asp?id=26604208}
\transl
\jour Theory Probab. Appl.
\yr 2017
\vol 61
\issue 2
\pages 235--254
\crossref{https://doi.org/10.1137/S0040585X97T988125}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000404120400003}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85021239332}


Linking options:
  • http://mi.mathnet.ru/eng/tvp5054
  • https://doi.org/10.4213/tvp5054
  • http://mi.mathnet.ru/eng/tvp/v61/i2/p210

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. A. Borovkov, “Generalization and refinement of the integro-local Stone theorem for sums of random vectors”, Theory Probab. Appl., 61:4 (2017), 590–612  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    2. A. A. Borovkov, K. A. Borovkov, “A refined version of the integro-local Stone theorem”, Statist. Probab. Lett., 123 (2017), 153–159  crossref  mathscinet  zmath  isi  scopus
    3. A. A. Borovkov, “Functional limit theorems for compound renewal processes”, Siberian Math. J., 60:1 (2019), 27–40  mathnet  crossref  crossref  mathscinet  isi  elib
  • Теория вероятностей и ее применения Theory of Probability and its Applications
    Number of views:
    This page:282
    Full text:44
    References:41
    First page:19

     
    Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2022