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Izvestiya: Mathematics, 2009, Volume 73, Issue 1, Pages 47–77
DOI: https://doi.org/10.1070/IM2009v073n01ABEH002438 (Mi im945) 		 
Asymptotics for the probability of not exceeding a curvilinear level by a Gaussian random walk

N. K. Bakirov

Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences
English version PDF (349 kB) Russian version article
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DOI: https://doi.org/10.1070/IM2009v073n01ABEH002438
Abstract: We get a correction term in the asymptotics for the probability of not exceeding a curvilinear level by a trajectory of a Gaussian random walk. We also estimate the density of distribution of the maxima of some Gaussian processes.
Keywords: boundary value problem, random walk.
Received: 15.03.2006
Revised: 28.09.2007
Bibliographic databases:
UDC: 519.21
MSC: 60F99, 60G15, 60G17, 60J25
Language: English
Original paper language: Russian
Citation: N. K. Bakirov, “Asymptotics for the probability of not exceeding a curvilinear level by a Gaussian random walk”, Izv. Math., 73:1 (2009), 47–77
Citation in format AMSBIB
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\paper Asymptotics for the probability of not exceeding a curvilinear level by a Gaussian random walk
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\yr 2009
\vol 73
\issue 1
\pages 47--77
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    		Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
     
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