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Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations. / Borisov, I. S.; Shefer, E. I.

в: Siberian Advances in Mathematics, Том 30, № 2, 01.02.2020, стр. 77-90.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Borisov, IS & Shefer, EI 2020, 'Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations', Siberian Advances in Mathematics, Том. 30, № 2, стр. 77-90. https://doi.org/10.3103/S1055134420020017

APA

Borisov, I. S., & Shefer, E. I. (2020). Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations. Siberian Advances in Mathematics, 30(2), 77-90. https://doi.org/10.3103/S1055134420020017

Vancouver

Borisov IS, Shefer EI. Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations. Siberian Advances in Mathematics. 2020 февр. 1;30(2):77-90. doi: 10.3103/S1055134420020017

Author

Borisov, I. S. ; Shefer, E. I. / Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations. в: Siberian Advances in Mathematics. 2020 ; Том 30, № 2. стр. 77-90.

BibTeX

@article{621082fb836442dbbd8e1cf192f5b1e4,
title = "Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations",
abstract = "We study the asymptotic behavior of the mean of sojourn time for a homogeneous randomwalk defined on [0,n] to be above a receding curvilinear boundaryin a domain of large deviations under Cram{\'e}r{\textquoteright}s condition on the jump distribution.",
keywords = "large deviations, mean sojourn time, random walk",
author = "Borisov, {I. S.} and Shefer, {E. I.}",
note = "Publisher Copyright: {\textcopyright} 2020, Allerton Press, Inc. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.",
year = "2020",
month = feb,
day = "1",
doi = "10.3103/S1055134420020017",
language = "English",
volume = "30",
pages = "77--90",
journal = "Siberian Advances in Mathematics",
issn = "1055-1344",
publisher = "PLEIADES PUBLISHING INC",
number = "2",

}

RIS

TY - JOUR

T1 - Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations

AU - Borisov, I. S.

AU - Shefer, E. I.

N1 - Publisher Copyright: © 2020, Allerton Press, Inc. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.

PY - 2020/2/1

Y1 - 2020/2/1

N2 - We study the asymptotic behavior of the mean of sojourn time for a homogeneous randomwalk defined on [0,n] to be above a receding curvilinear boundaryin a domain of large deviations under Cramér’s condition on the jump distribution.

AB - We study the asymptotic behavior of the mean of sojourn time for a homogeneous randomwalk defined on [0,n] to be above a receding curvilinear boundaryin a domain of large deviations under Cramér’s condition on the jump distribution.

KW - large deviations

KW - mean sojourn time

KW - random walk

UR - http://www.scopus.com/inward/record.url?scp=85086250488&partnerID=8YFLogxK

U2 - 10.3103/S1055134420020017

DO - 10.3103/S1055134420020017

M3 - Article

AN - SCOPUS:85086250488

VL - 30

SP - 77

EP - 90

JO - Siberian Advances in Mathematics

JF - Siberian Advances in Mathematics

SN - 1055-1344

IS - 2

ER -

ID: 24515610