This article is cited in 2 papers

Probability theory and mathematical statistics

Inequalities for the sojourn time of random walk above a certain boundary

A. S. Tarasenko<sup>ab

a</sup> Novosibirsk State University, ul. Pirogova, 2, 630090, Novosibirsk, Russia
^b Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia

Abstract: Under general conditions, we obtain inequalities for moments of sojourn time of a random walk over linear boundary. We find asymptotics of these moments for random walks with regular or semi-exponential distribution of summands.

Keywords: random walk, sojourn time, inequalities.

UDC: 519.21

MSC: 60F10

Received February 8, 2016, published May 27, 2016

DOI: 10.17377/semi.2016.13.038