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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2004 Volume 75, Issue 1, Pages 24–39 (Mi mzm4)

This article is cited in 18 papers

On the Asymptotic Behavior of the Distributions of First-Passage Times, I

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk are obtained in the cases of fixed and increasing levels. In the first part of the paper, the case of zero level is studied.

UDC: 519.214

Received: 17.05.2002
Revised: 01.04.2003

DOI: 10.4213/mzm4


 English version:
Mathematical Notes, 2004, 75:1, 23–37

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