S. A. Aliev, T. E. Hashimova, “Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk”, Theory Stoch. Process., 2010, том 16(32), выпуск 1,страницы 12

Эта публикация цитируется в 1 статье

Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk

S. A. Aliev, T. E. Hashimova

Institute of Mathematics and Mechanics of the NAS of Azerbaijan

Аннотация: We study the asymptotic behavior of the conditional probability of the boundary crossing by a random walk with distribution belonging to the attraction domain of a stable distribution with parameter $\alpha$.

Ключевые слова: Random walk, nonlinear boundary crossing, limit theorems, stable distribution.

MSC: 60G50, 60F05

Язык публикации: английский