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СЕМИНАРЫ |
Городской семинар по теории вероятностей и математической статистике
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First-passage times for random walks with nonidentically distributed increments В. И. Вахтель |
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Аннотация: We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over moving boundaries. Furthermore, we prove that a properly rescaled random walk conditioned to stay above the boundary up to time |