This article is cited in 1 paper

Asymptotic Analysis of Oscillating Random Walks with Two Levels of Switching

D. K. Kim

Novosibirsk State University

Abstract: We obtain complete asymptotic expansions for the prestationary distribution of an oscillating random walk $X_n$ with two levels of switching $a<0$ and $b>0$ in the case when the numbers $|a|$ and $b$ increase in proportion with $\sqrt n$ as $n\to\infty$.

Key words: oscillating random walk, asymptotic expansions, controlled random process.

UDC: 519.21

Received: 22.04.2005

 English version: Siberian Advances in Mathematics, 2006, 16:2, 62–92

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