On the distribution of random walk local time

A. N. Borodin

Annales de l'I.H.P. Probabilités et statistiques (1987)

  • Volume: 23, Issue: 1, page 63-89
  • ISSN: 0246-0203

How to cite

top

Borodin, A. N.. "On the distribution of random walk local time." Annales de l'I.H.P. Probabilités et statistiques 23.1 (1987): 63-89. <http://eudml.org/doc/77292>.

@article{Borodin1987,
author = {Borodin, A. N.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {local time of random walk; Brownian local time; Cramér’s condition; asymptotic expansions},
language = {eng},
number = {1},
pages = {63-89},
publisher = {Gauthier-Villars},
title = {On the distribution of random walk local time},
url = {http://eudml.org/doc/77292},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Borodin, A. N.
TI - On the distribution of random walk local time
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1987
PB - Gauthier-Villars
VL - 23
IS - 1
SP - 63
EP - 89
LA - eng
KW - local time of random walk; Brownian local time; Cramér’s condition; asymptotic expansions
UR - http://eudml.org/doc/77292
ER -

References

top
  1. [1] A.K. Aleškevičiene, On asymptotic distribution of local times of a recurrent random walk, IV USSR-Japan symposium on probability theory and mathematical statistics, Abstracts of communications, t. 1, Tbilisi, 1982, p. 97-98. 
  2. [2] A.N. Borodin, An asymptotic behaviour of local times of a recurrent random walk with finite variance, Theory Probability Appl., t. 26, 1981, p. 769-783. Zbl0474.60056MR636771
  3. [3] A.N. Borodin, On character of convergence to Brownian local time, LOMI Preprints, E-6-83, 1983. MR701013
  4. [4] A.A. Borovkov, New limit theorems in boundary-value problems for sums of independent terms, Sibirsk. Matem. Ž., t. 3, 1962, p. 645-694. Zbl0128.12906MR145568
  5. [5] A.A. Borovkov, Stochastic processes in queueing theory, Nauka, Moscow, 1972. Zbl0275.60102MR315800
  6. [6] M.A. Evgrafov, Analytic functions, Nauka, Moscow, 1968. Zbl1098.30001MR239053
  7. [7] I.S. Gradštein, I.M. Ryžik, Tables of integrals, sums, series and products, Fourth edition, Fizmatgiz, 1962. MR161996
  8. [8] R.C. Gunning, H. Rossi, Analytic functions of several complex variables, Englewood Cliffs, N. J., Prentice-Hall, 1965. Zbl0141.08601MR180696
  9. [9] I.A. Ibragimov, Yu.V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff, Groningen, 1971. Zbl0219.60027MR322926
  10. [10] V.S. Korolyuk, Yu.V. Borovskikh, Analytic problems of an asymptotic of probability distributions, Naukova dumka, Kiev, 1981. Zbl0541.60017MR632258

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.