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First Passage Time Distribution for Linear Functions of a Random Walk

  • Probability Theory and Mathematical Statistics
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Abstract

In this paper, theorems about asymptotic behavior of the local probabilities of crossing the linear boundaries by a perturbed random walk are proved.

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Author information

Authors and Affiliations

  1. University of Guilan, Rasht, Iran

    B. Fathi–Vajargah & M. Navidi

Authors
  1. B. Fathi–Vajargah
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  2. M. Navidi
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Corresponding author

Correspondence to B. Fathi–Vajargah.

Additional information

Original Russian Text © B. Fathi–Vajargah, M. Navidi, 2018, published in Izvestiya Natsional’noi Akademii Nauk Armenii, Matematika, 2018, No. 4, pp. 66–71.

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Fathi–Vajargah, B., Navidi, M. First Passage Time Distribution for Linear Functions of a Random Walk. J. Contemp. Mathemat. Anal. 53, 232–236 (2018). https://doi.org/10.3103/S1068362318040052

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  • DOI: https://doi.org/10.3103/S1068362318040052

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