First Passage Time Distribution for Linear Functions of a Random Walk
- Authors: Fathi–Vajargah B.1, Navidi M.1
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Affiliations:
- University of Guilan
- Issue: Vol 53, No 4 (2018)
- Pages: 232-236
- Section: Probability Theory and Mathematical Statistics
- URL: https://journals.rcsi.science/1068-3623/article/view/228206
- DOI: https://doi.org/10.3103/S1068362318040052
- ID: 228206
Cite item
Abstract
In this paper, theorems about asymptotic behavior of the local probabilities of crossing the linear boundaries by a perturbed random walk are proved.
About the authors
B. Fathi–Vajargah
University of Guilan
Author for correspondence.
Email: fathi@guilan.ac.ir
Iran, Islamic Republic of, Rasht
M. Navidi
University of Guilan
Email: fathi@guilan.ac.ir
Iran, Islamic Republic of, Rasht