On the Limit Distributions Associated with Step-kind Boundary Problems
Probability
2017-10-03 v1
Abstract
A random walk generated by a sum of independent identity distributed random variables with positive expectation is considered. The limiting distributions for the first- passage -time of a step-function boundary are derived.
Cite
@article{arxiv.1710.00359,
title = {On the Limit Distributions Associated with Step-kind Boundary Problems},
author = {Sherzod M. Mirakhmedov and Anatoliy N. Starscev},
journal= {arXiv preprint arXiv:1710.00359},
year = {2017}
}
Comments
8 pages