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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive
TMF, 1992 Volume 90, Number 3, Pages 323–353 (Mi tmf5546)
This article is cited in 85 papers

Distribution of some functionals of the integral of a random walk

Ya. G. Sinai

Landau Institute for Theoretical Physics, USSR Academy of Sciences

Abstract: The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.

Received: 22.08.1991


 English version: Theoretical and Mathematical Physics, 1992, 90:3, 219–241

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© Steklov Math. Inst. of RAS, 2025