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Asymptotics of the Distribution Tail of the Sojourn Time for a Random Walk in a Domain of Moderate Large Deviations
Siberian Advances in Mathematics Pub Date : 2020-08-17 , DOI: 10.3103/s1055134420030025
I. S. Borisov , E. I. Shefer

Abstract

An asymptotics is obtained for the distribution tail of the sojourn time for a homogeneous random walk defined on \([0,n]\), above a receding level in a domain of moderate large deviations under Cramér’s condition on the jump distribution.


中文翻译:

中度大偏差域中随机游走的停留时间分布尾部的渐近性

摘要

对于在\([0,n] \)上定义的均匀随机游走的停留时间的分布尾部,在跳跃分布上的Cramér条件下,在中等程度大偏差域内的后退水平之上可获得渐近线。
更新日期:2020-08-17
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