RUS  ENG
Full version
JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. RAN. Ser. Mat., 2015 Volume 79, Issue 3, Pages 23–40 (Mi im8176)

This article is cited in 5 papers

On the asymptotics of the mean sojourn time of a random walk on a semi-axis

V. I. Lotovab, A. S. Tarasenkoab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University

Abstract: We find asymptotic expansions for the expectation of the sojourn time above an increasing level of a trajectory of a random walk with zero drift. The Cramér condition on the existence of an exponential moment is imposed on the distribution of jumps of the random walk.

Keywords: random walk, sojourn time, asymptotic analysis.

UDC: 519.21

MSC: 60G50

Received: 15.10.2013
Revised: 29.09.2014

DOI: 10.4213/im8176


 English version:
Izvestiya: Mathematics, 2015, 79:3, 449–466

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025