A. S. Tarasenko, “On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails”, Sib. Èlektron. Mat. Izv., 15 (2018), 1813

Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports]

RUS ENG

JOURNALS PEOPLE ORGANISATIONS CONFERENCES SEMINARS VIDEO LIBRARY PACKAGE AMSBIB

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

	General information
	Latest issue
	Archive
	Impact factor

	Search papers
	Search references

	RSS
	Latest issue
	Current issues
	Archive issues
	What is RSS

Sib. Èlektron. Mat. Izv.:
Year:
Volume:
Issue:
Page:
	Find

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

Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2018, Volume 15, Pages 1813–1817
DOI: https://doi.org/10.3048/semi.2018.15.145 (Mi semr1036)

Probability theory and mathematical statistics

On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

A. S. Tarasenko^ab

^a Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia
^b Novosibirsk State University, str. Pirogova, 2, 630090, Novosibirsk, Russia

Full-text PDF (134 kB)

References:

PDF

HTML

DOI: https://doi.org/10.3048/semi.2018.15.145

Abstract: We study asymptotic behavior of the distribution of the sojourn time of a random walk over growing level. We assume here regular variation of the right tail distribution of summands and existence of the second moment. Some two-sided asymptotic bounds for the sojourn time distribution are established.

Keywords: random walk, sojourn time, asymptotic analysis.

Funding agency	Grant number
Russian Foundation for Basic Research	16-01-00049_а

Received November 30, 2018, published December 28, 2018

Bibliographic databases:

Document Type: Article

UDC: 519.21

MSC: 60F10

Language: Russian

Citation: A. S. Tarasenko, “On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails”, Sib. Èlektron. Mat. Izv., 15 (2018), 1813–1817

Citation in format AMSBIB

\Bibitem{Tar18}

\by A.~S.~Tarasenko

\paper On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

\jour Sib. \`Elektron. Mat. Izv.

\yr 2018

\vol 15

\pages 1813--1817

\mathnet{http://mi.mathnet.ru/semr1036}

Linking options:

https://www.mathnet.ru/eng/semr1036

https://www.mathnet.ru/eng/semr/v15/p1813

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

Registration to the website

Logotypes