This article is cited in 2 papers

Asymptotics of the stationary distribution of an oscillating random walk

D. K. Kim^a, V. I. Lotov<sup>b

a</sup> Novosibirsk State University, Mechanics and Mathematics Department
^b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: We obtain some theorems on the asymptotics of the stationary distribution of an oscillating random walk with two levels of switching provided that the distance between the levels tends to infinity.

Keywords: oscillating random walk, stationary distribution, asymptotic expansions.

UDC: 519.21

Received: 14.11.2003
Revised: 09.06.2004

 English version: Siberian Mathematical Journal, 2004, 45:5, 915–930

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