I. S. Borisov, E. I. Shefer, “Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations”, Mat. Tr., 2019, Volume 22, Number 2,Pages <nobr>3

This article is cited in 2 papers

Asymptotic behavior of the mean sojourn time for a random walk to be in a domain of large deviations

I. S. Borisov^ab, E. I. Shefer^b

^a Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia
^b Novosibirsk State University, Novosibirsk, 630090 Russia

Abstract: We study the asymptotic behavior of the mean of sojourn time for a homogeneous random walk defined on $[0,n]$ to be above a receding curvilinear boundary in a domain of large deviations under Cramér's condition on the jump distribution.

Key words: random walk, mean sojourn time, large deviations.

UDC: 519.21

Received: 30.01.2019
Revised: 14.02.2019
Accepted: 27.12.2019

DOI: 10.33048/mattrudy.2019.22.201