an:06692267
Zbl 1359.60039
Rahimov, Fada G.; Hashimova, Tarana E.; Khalilov, Vugar S.
On asymptotic behavior of local probabilities of nonlinear boundary crossing by a random walk
EN
Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 42, No. 1, 73-80 (2016).
00357524
2016
j
60F05 60G50
random walk; first passage time; overshoot; local limit theorem; joint distribution; density
Summary: In the paper a theorem on asymptotic behavior of the density of joint distribution of the first passage time and overshoot for a nonlinear boundary in the random walk, is proved. Limit behavior of the marginal and conditional density of the overshoot and also of the
law of distribution of the first passage time are studied by means of this
theorem.