Approximation of the expectation of the first exit time from an interval for a random walk
- Autores: Lotov V.1,2
-
Afiliações:
- Sobolev Institute of Mathematics
- Novosibirsk State University
- Edição: Volume 57, Nº 1 (2016)
- Páginas: 86-92
- Seção: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/170329
- DOI: https://doi.org/10.1134/S0037446616010092
- ID: 170329
Citar
Resumo
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.
Palavras-chave
Sobre autores
V. Lotov
Sobolev Institute of Mathematics; Novosibirsk State University
Autor responsável pela correspondência
Email: lotov@math.nsc.ru
Rússia, Novosibirsk; Novosibirsk
![](/img/style/loading.gif)