an:06056466
Zbl 1249.60084
Aliyev, S.; Rahimov, F.; Navidiv, M.
On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk
EN
Theory Stoch. Process. 17, No. 1, 5-11 (2011).
00302964
2011
j
60G50
perturbed random walk; stable law; domain of attraction
Summary: We prove a theorem on the limit behaviour of the conditional probability of crossing the nonlinear boundary by a perturbed random walk with a distribution which belongs to the domain of attraction of the stable law with index \(\alpha\in (1,2]\).