I. S. Borisov, E. I. Shefer, “The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary”, Sib. J. Pure and Appl. Math., 2017, Volume 17, Issue 4,Pages <nobr>18

This article is cited in 3 papers

The asymptotic behavior of the mean sojourn time for a random walk to be above a receding curvilinear boundary

I. S. Borisov^ab, E. I. Shefer^b

^a Sobolev Institute of Mathematics SB RAS, 4, Akad. Koptyuga pr., Novosibirsk 630090, Russia
^b Novosibirsk State University, 1, Pirogova St., Novosibirsk 630090, Russia

Abstract: We study the asymptotic behavior of the mean sojourn time for a random walk to be above a receding curved boundary in the case where the jump distribution satisfies the Cramer condition.

Keywords: random walk, mean sojourn time, large deviations.

UDC: 519.214.8

Received: 07.12.2016

DOI: 10.17377/PAM.2017.17.2