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On the Asymptotic Behavior of the Distributions of First-Passage Times, I

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Abstract

In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk are obtained in the cases of fixed and increasing levels. In the first part of the paper, the case of zero level is studied.

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  1. Siberian Division of the Russian Academy of Sciences, S. L. Sobolev Mathematics Institute, Novosibirsk

    A. A. Borovkov

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  1. A. A. Borovkov
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Borovkov, A.A. On the Asymptotic Behavior of the Distributions of First-Passage Times, I. Mathematical Notes 75, 23–37 (2004). https://doi.org/10.1023/B:MATN.0000015019.37128.cb

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  • DOI: https://doi.org/10.1023/B:MATN.0000015019.37128.cb

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