Approximation of the expectation of the first exit time from an interval for a random walk
- Авторы: Lotov V.1,2
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Учреждения:
- Sobolev Institute of Mathematics
- Novosibirsk State University
- Выпуск: Том 57, № 1 (2016)
- Страницы: 86-92
- Раздел: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/170329
- DOI: https://doi.org/10.1134/S0037446616010092
- ID: 170329
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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.
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Об авторах
V. Lotov
Sobolev Institute of Mathematics; Novosibirsk State University
Автор, ответственный за переписку.
Email: lotov@math.nsc.ru
Россия, Novosibirsk; Novosibirsk
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