Siberian Journal of Pure and Applied Mathematics
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Siberian Journal of Pure and Applied Mathematics, 2017, Volume 17, Issue 4, Pages 18–27
DOI: https://doi.org/10.17377/PAM.2017.17.2 (Mi vngu451) 		 
This article is cited in 3 scientific papers (total in 3 papers)

The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary

I. S. Borisovab, E. I. Sheferb

a Sobolev Institute of Mathematics SB RAS, 4, Akad. Koptyuga pr., Novosibirsk 630090, Russia
b Novosibirsk State University, 1, Pirogova St., Novosibirsk 630090, Russia
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DOI: https://doi.org/10.17377/PAM.2017.17.2
Abstract: We study the asymptotic behavior of the mean sojourn time for a random walk to be above a receding curved boundary in the case where the jump distribution satisfies the Cramer condition.
Keywords: random walk, mean sojourn time, large deviations.
Received: 07.12.2016
English version:
Journal of Mathematical Sciences, 2019, Volume 237, Issue 4, Pages 511–520
DOI: https://doi.org/10.1007/s10958-019-04177-1
Document Type: Article
UDC: 519.214.8
Language: Russian
Citation: I. S. Borisov, E. I. Shefer, “The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary”, Sib. J. Pure and Appl. Math., 17:4 (2017), 18–27; J. Math. Sci., 237:4 (2019), 511–520
Citation in format AMSBIB
\Bibitem{BorShe17}
\by I.~S.~Borisov, E.~I.~Shefer
\paper The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary
\jour Sib. J. Pure and Appl. Math.
\yr 2017
\vol 17
\issue 4
\pages 18--27
\mathnet{http://mi.mathnet.ru/vngu451}
\transl
\jour J. Math. Sci.
\yr 2019
\vol 237
\issue 4
\pages 511--520
\crossref{https://doi.org/10.1007/s10958-019-04177-1}
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