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Complete asymptotic expansions for lower (upper) continuous random walks with two boundaries. I

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Abstract

The work is devoted to the investigation of some asymptotic properties of probability distributions generated by semicontinuous random walks. Complete asymptotic expansions of the distributions of the boundary functionals connected with two boundaries (a walk in a strip) are obtained.

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Authors
  1. Yu. V. Borovskikh
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akad. Nauk SSSR, Vol. 55, pp. 64–101, 1976.

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Borovskikh, Y.V. Complete asymptotic expansions for lower (upper) continuous random walks with two boundaries. I. J Math Sci 16, 957–985 (1981). https://doi.org/10.1007/BF01676140

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  • DOI: https://doi.org/10.1007/BF01676140

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