Published December 31, 2006 | Version v1
Journal article

On the mean value of the ladder epoch for random walks with a small drift

Creators

  • 1. S.L. Sobolev Institute for Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk (Russian Federation)

Description

In this paper, we prove theorems on the asymptotic behaviour of the mean value of the time at which the non-negative half-axis is first attained for a random walk whose drift tends to zero. It is assumed that the distribution of jumps of the random walk belongs to the domain of attraction of a stable law with exponent α element of (1,2)

Availability note (English)

Available from http://dx.doi.org/10.1070/IM2006v070n06ABEH002344

Additional details

Publishing Information

Journal Title
Izvestiya. Mathematics
Journal Volume
70
Journal Issue
6
Journal Page Range
p. 1225-1232
ISSN
1064-5632

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
40008009
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ASYMPTOTIC SOLUTIONS; DISTRIBUTION; GRAPH THEORY; RANDOMNESS
Descriptors DEC
MATHEMATICAL SOLUTIONS; MATHEMATICS