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On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. / Tarasenko, Anton Sergeevich.

In: Сибирские электронные математические известия, Vol. 15, 01.01.2018, p. 1813-1817.

Research output: Contribution to journal › Article › peer-review

Harvard

Tarasenko, AS 2018, 'On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails', Сибирские электронные математические известия, vol. 15, pp. 1813-1817. https://doi.org/10.3048/semi.2018.15.145

APA

Tarasenko, A. S. (2018). On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. Сибирские электронные математические известия, 15, 1813-1817. https://doi.org/10.3048/semi.2018.15.145

Vancouver

Tarasenko AS. On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. Сибирские электронные математические известия. 2018 Jan 1;15:1813-1817. doi: 10.3048/semi.2018.15.145

Author

Tarasenko, Anton Sergeevich. / On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. In: Сибирские электронные математические известия. 2018 ; Vol. 15. pp. 1813-1817.

BibTeX

@article{885bc43f4e4e497980d4d5b648300194,
title = "On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails",
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 = "Asymptotic analysis, Random walk, Sojourn time",
author = "Tarasenko, {Anton Sergeevich}",
year = "2018",
month = jan,
day = "1",
doi = "10.3048/semi.2018.15.145",
language = "English",
volume = "15",
pages = "1813--1817",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails

AU - Tarasenko, Anton Sergeevich

PY - 2018/1/1

Y1 - 2018/1/1

N2 - 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.

AB - 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.

KW - Asymptotic analysis

KW - Random walk

KW - Sojourn time

UR - http://www.scopus.com/inward/record.url?scp=85074949668&partnerID=8YFLogxK

U2 - 10.3048/semi.2018.15.145

DO - 10.3048/semi.2018.15.145

M3 - Article

AN - SCOPUS:85074949668

VL - 15

SP - 1813

EP - 1817

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 22336411