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/IM2006v070n06ABEH002344Additional details
Identifiers
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