First Passage Time Distribution for Linear Functions of a Random Walk


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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


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