F. G. Ragimov, F. D. Azizov, “The limit theorems for first passage time of Markov chain for nonlinear boundary”, Teor. Veroyatnost. i Primenen., 2012, Volume 57, Issue 1,Pages <nobr>178

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Teor. Veroyatnost. i Primenen., 2012 Volume 57, Issue 1, Pages 178–185 (Mi tvp4439)

Short Communications

The limit theorems for first passage time of Markov chain for nonlinear boundary

F. G. Ragimov^a, F. D. Azizov^b

^a Baku State University
^b Institute of Mathematics and Mechanics, Azerbaijan National Academy of Sciences, Baku

Received: 03.11.2009
Revised: 17.05.2011

DOI: 10.4213/tvp4439

English version: Theory of Probability and its Applications, 2013, 57:1, 172–178

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