Limit theorems in the boundary hitting problem for a multidimensional random walk.
Borovkov, A.A.; Mogul'skij, A.A.
Sibirskij Matematicheskij Zhurnal (2001)
- Volume: 42, Issue: 2, page 289-317 (2001); translation in Sib. Math. J. 42
- ISSN: 0037-4474
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topBorovkov, A.A., and Mogul'skij, A.A.. "Limit theorems in the boundary hitting problem for a multidimensional random walk.." Sibirskij Matematicheskij Zhurnal 42.2 (2001): 289-317 (2001); translation in Sib. Math. J. 42. <http://eudml.org/doc/49146>.
@article{Borovkov2001,
author = {Borovkov, A.A., Mogul'skij, A.A.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {multidimensional random walk; crossing probabilities; large deviations},
language = {eng},
number = {2},
pages = {289-317 (2001); translation in Sib. Math. J. 42},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Limit theorems in the boundary hitting problem for a multidimensional random walk.},
url = {http://eudml.org/doc/49146},
volume = {42},
year = {2001},
}
TY - JOUR
AU - Borovkov, A.A.
AU - Mogul'skij, A.A.
TI - Limit theorems in the boundary hitting problem for a multidimensional random walk.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2001
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 42
IS - 2
SP - 289
EP - 317 (2001); translation in Sib. Math. J. 42
LA - eng
KW - multidimensional random walk; crossing probabilities; large deviations
UR - http://eudml.org/doc/49146
ER -
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