Approximation of the expectation of the first exit time from an interval for a random walk
- Авторлар: Lotov V.1,2
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Мекемелер:
- Sobolev Institute of Mathematics
- Novosibirsk State University
- Шығарылым: Том 57, № 1 (2016)
- Беттер: 86-92
- Бөлім: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/170329
- DOI: https://doi.org/10.1134/S0037446616010092
- ID: 170329
Дәйексөз келтіру
Аннотация
We obtain asymptotic expansions for the expectation of the first exit time from an expanding strip for a random walk trajectory. We suppose that the distribution of random walk jumps satisfies the Cramér condition on the existence of an exponential moment.
Негізгі сөздер
Авторлар туралы
V. Lotov
Sobolev Institute of Mathematics; Novosibirsk State University
Хат алмасуға жауапты Автор.
Email: lotov@math.nsc.ru
Ресей, Novosibirsk; Novosibirsk
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