This article is cited in 3 papers

On the distribution of the first passage time of an arbitrary remote boundary by random walk

A. A. Borovkov

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

Abstract: Under conditions close to the minimal conditions, we find the local and integral asymptotics for the joint distribution of the first passage time by a random walk of an arbitrary remote boundary and the overshoot over that boundary.

Received: 28.04.2015

DOI: 10.4213/tvp5054

 English version: Theory of Probability and its Applications, 2017, 61:2, 235–254

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