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On the distribution of the first passage time of a random walk to an arbitrary remote boundary. / Borovkov, A. A.

In: Theory of Probability and its Applications, Vol. 61, No. 2, 01.01.2017, p. 234-254.

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

Harvard

Borovkov, AA 2017, 'On the distribution of the first passage time of a random walk to an arbitrary remote boundary', Theory of Probability and its Applications, vol. 61, no. 2, pp. 234-254. https://doi.org/10.1137/S0040585X97T988125

APA

Borovkov, A. A. (2017). On the distribution of the first passage time of a random walk to an arbitrary remote boundary. Theory of Probability and its Applications, 61(2), 234-254. https://doi.org/10.1137/S0040585X97T988125

Vancouver

Borovkov AA. On the distribution of the first passage time of a random walk to an arbitrary remote boundary. Theory of Probability and its Applications. 2017 Jan 1;61(2):234-254. doi: 10.1137/S0040585X97T988125

Author

Borovkov, A. A. / On the distribution of the first passage time of a random walk to an arbitrary remote boundary. In: Theory of Probability and its Applications. 2017 ; Vol. 61, No. 2. pp. 234-254.

BibTeX

@article{eba37e13f79c493a91c2fb2c1c158c12,
title = "On the distribution of the first passage time of a random walk to an arbitrary remote boundary",
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.",
keywords = "Arbitrary boundary, First passage time, Local and integral asymptotics, Overshoot, overshoot, LIMIT-THEOREMS, local and integral asymptotics, arbitrary boundary, first passage time",
author = "Borovkov, {A. A.}",
year = "2017",
month = jan,
day = "1",
doi = "10.1137/S0040585X97T988125",
language = "English",
volume = "61",
pages = "234--254",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "SIAM PUBLICATIONS",
number = "2",

}

RIS

TY - JOUR

T1 - On the distribution of the first passage time of a random walk to an arbitrary remote boundary

AU - Borovkov, A. A.

PY - 2017/1/1

Y1 - 2017/1/1

N2 - 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.

AB - 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.

KW - Arbitrary boundary

KW - First passage time

KW - Local and integral asymptotics

KW - Overshoot

KW - overshoot

KW - LIMIT-THEOREMS

KW - local and integral asymptotics

KW - arbitrary boundary

KW - first passage time

UR - http://www.scopus.com/inward/record.url?scp=85021239332&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T988125

DO - 10.1137/S0040585X97T988125

M3 - Article

AN - SCOPUS:85021239332

VL - 61

SP - 234

EP - 254

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 2

ER -

ID: 12693045