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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2013 Volume 282, Pages 154–164 (Mi tm3482)

This article is cited in 4 papers

Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis

V. I. Lotovab

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

Abstract: A complete asymptotic expansion for $n\to\infty$ is obtained in a local limit theorem for the distribution of the sojourn time of a random walk with zero drift in the set $(b,\infty)$ during $n$ steps. Here $b=b(n)\to\infty$, $b(n)=o(n)$, and Cramér-type conditions are imposed on the distribution of jumps of the walk.

UDC: 519.217.31

Received in November 2012

DOI: 10.1134/S0371968513030138


 English version:
Proceedings of the Steklov Institute of Mathematics, 2013, 282, 146–156

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