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Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations
Siberian Advances in Mathematics Pub Date : 2020-06-09 , DOI: 10.3103/s1055134420020017
I. S. Borisov , E. I. Shefer

Abstract

We study the asymptotic behavior of the mean of sojourn time for a homogeneous random walk defined on \( [0,n]\) to be above a receding curvilinear boundary in a domain of large deviations under Cramér’s condition on the jump distribution.


中文翻译:

随机游走在大偏差域中的平均停留时间的渐近行为

摘要

我们研究在Cramér条件下在跳跃分布上,在\([0,n] \)上定义的均质随机游走的平均停留时间的渐近行为,该游动在较大偏差的域中位于后退曲线边界之上。
更新日期:2020-06-09
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