Asymptotics of the Distribution Tail of the Sojourn Time for a Random Walk in a Domain of Moderate Large Deviations.
| Autor: | Borisov, I. S., Shefer, E. I. |
|---|---|
| Zdroj: | Siberian Advances in Mathematics; Jul2020, Vol. 30 Issue 3, p162-176, 15p |
| Abstrakt: | An asymptotics is obtained for the distribution tail of the sojourn time for a homogeneous random walk defined on , above a receding level in a domain of moderate large deviations under Cramér's condition on the jump distribution. [ABSTRACT FROM AUTHOR] |
| Databáze: | Complementary Index |
| Externí odkaz: |
|
Full text from SpringerLink