This article is cited in 18 papers

On the Asymptotic Behavior of Distributions of First-Passage Times, II

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk with nonzero drift are obtained in the case of passage of zero level (in both directions).

UDC: 519.214

Received: 17.05.2002
Revised: 01.04.2003

DOI: 10.4213/mzm37

 English version: Mathematical Notes, 2004, 75:3, 322–330

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