Limit theorem for first passage times in the random walk described by the generalization of the autoregressive process.

Autor:	F. H., Rahimov, I. A., Ibadova, A. D., Farhadova
Předmět:	LIMIT theorems AUTOREGRESSIVE models RANDOM walks CENTRAL limit theorem GENERALIZATION NONLINEAR functions
Zdroj:	Uzbek Mathematical Journal; 2020, Issue 4, p102-110, 9p
Abstrakt:	In the paper we prove a central limit theorem for the family of the first passage times beyond a level by a perturbed Markov random walk described by a nonlinear function of the generalization of the autoregressive process of order one (AR(1)). [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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