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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2010 Volume 16(32), Issue 1, Pages 12–16 (Mi thsp55)
This article is cited in 1 paper

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

Abstract: 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 $\alpha$.

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

MSC: 60G50, 60F05

Language: English



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