Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
On asymptotics of distribution of the sojourn time on a half-axis of a random walk with heavy tails. / Tarasenko, Anton Sergeevich.
в: Сибирские электронные математические известия, Том 15, 01.01.2018, стр. 1813-1817.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
}
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